+75.1%
BAC vs GEV
+706.8%
-631.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.2% |
| 7D | -0.3% | -1.9% | +1.6% | 0.0% |
| 30D | -1.8% | -8.7% | +6.9% | -0.7% |
| 3M | +15.3% | +6.6% | +8.7% | +13.2% |
| 6M | +30.2% | +10.2% | +19.9% | +26.4% |
| YTD | +15.6% | +41.6% | -26.1% | +7.5% |
| 1Y | +27.5% | +43.9% | -16.4% | +17.4% |
| All | +75.1% | +706.8% | -631.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 10y: compounded portfolio wealth divided by compounded GEV 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…
10y analysis · Full analysis span regression · 6 months rolling