+136.4%
BAC vs GFI
+304.2%
-167.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +0.6% | +4.7% | -4.1% | +0.5% |
| 30D | -1.4% | +14.4% | -15.8% | -1.9% |
| 3M | +15.7% | +32.5% | -16.8% | +14.3% |
| 6M | +32.2% | -7.2% | +39.3% | +31.9% |
| YTD | +15.8% | +10.9% | +4.9% | +14.6% |
| 1Y | +27.3% | +35.5% | -8.2% | +24.7% |
| All | +136.4% | +304.2% | -167.8% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling