+41.9%
BAC vs GEV
+606.2%
-564.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -1.9% | -3.0% | +1.1% | -1.5% |
| 30D | -7.2% | -18.9% | +11.7% | -4.9% |
| 3M | -20.4% | -20.1% | -0.3% | -18.4% |
| 6M | +1.3% | -24.6% | +25.9% | +4.0% |
| YTD | -6.4% | +24.0% | -30.4% | -11.7% |
| 1Y | -3.5% | +40.6% | -44.1% | -11.4% |
| All | +41.9% | +606.2% | -564.3% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling