-2.4%
BAC vs GEV
+42.9%
-45.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +1.5% | +6.2% | -4.7% | +1.1% |
| 30D | -6.4% | -18.4% | +12.0% | -5.3% |
| 3M | -21.7% | -21.2% | -0.4% | -20.6% |
| 6M | +0.5% | -23.6% | +24.1% | +1.6% |
| YTD | -6.7% | +25.5% | -32.2% | -10.2% |
| All | -2.4% | +42.9% | -45.3% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling