+392.9%
BAC vs GFI
+1,066.8%
-674.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | 0.0% | -4.9% | +4.9% | 0.0% |
| 30D | -2.8% | +10.7% | -13.5% | -2.6% |
| 3M | +14.2% | +25.6% | -11.4% | +14.6% |
| 6M | +30.5% | -8.3% | +38.8% | +30.4% |
| YTD | +15.8% | +6.3% | +9.5% | +16.1% |
| 1Y | +26.2% | +22.1% | +4.1% | +26.9% |
| 3Y | +136.5% | +289.2% | -152.7% | +144.5% |
| 5Y | +75.9% | +531.7% | -455.7% | +87.3% |
| All | +392.9% | +1,066.8% | -674.0% | +524.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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