+75.5%
BAC vs GEV
+722.5%
-647.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.1% | +3.3% | -2.2% | +0.7% |
| 30D | -0.4% | -7.5% | +7.1% | +0.5% |
| 3M | +16.9% | -2.2% | +19.1% | +16.3% |
| 6M | +26.6% | +12.1% | +14.5% | +22.6% |
| YTD | +15.8% | +44.4% | -28.6% | +7.4% |
| 1Y | +27.2% | +57.7% | -30.5% | +15.2% |
| All | +75.5% | +722.5% | -647.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling