+1,376.8%
BAC vs GEN
+8,838.9%
-7,462.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.3% |
| 7D | +1.1% | -1.2% | +2.3% | +1.3% |
| 30D | -0.4% | +10.1% | -10.5% | -2.1% |
| 3M | +16.9% | +16.1% | +0.8% | +13.6% |
| 6M | +26.6% | +38.9% | -12.2% | +18.7% |
| YTD | +15.8% | +14.4% | +1.4% | +12.0% |
| 1Y | +27.2% | +5.9% | +21.3% | +24.7% |
| 3Y | +132.4% | +58.8% | +73.6% | +111.2% |
| 5Y | +72.6% | +24.7% | +47.9% | +61.8% |
| 10Y | +389.7% | +163.1% | +226.7% | +289.8% |
| All | +1,376.8% | +8,838.9% | -7,462.0% | +532.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling