+1,064.4%
BAC vs GEN
+8,588.0%
-7,523.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.2% |
| 7D | -1.2% | +2.3% | -3.4% | -1.6% |
| 30D | -7.7% | +33.1% | -40.7% | -12.3% |
| 3M | -21.2% | +6.5% | -27.6% | -22.6% |
| 6M | -6.8% | +53.8% | -60.6% | -14.6% |
| YTD | -8.7% | +11.2% | -19.9% | -11.8% |
| 1Y | -5.3% | +19.4% | -24.7% | -9.6% |
| 3Y | +87.4% | +81.0% | +6.4% | +65.6% |
| 5Y | +18.9% | +33.4% | -14.5% | +9.6% |
| 10Y | +273.3% | +164.3% | +109.0% | +195.5% |
| All | +1,064.4% | +8,588.0% | -7,523.6% | +398.4% |
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