+75.6%
BAC vs GFI
+515.1%
-439.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | -0.3% | -5.1% | +4.9% | -0.1% |
| 30D | -1.8% | +13.4% | -15.2% | -2.3% |
| 3M | +15.3% | +36.2% | -20.9% | +13.7% |
| 6M | +30.2% | -9.8% | +40.0% | +30.1% |
| YTD | +15.6% | +7.7% | +7.9% | +14.6% |
| 1Y | +27.5% | +27.2% | +0.3% | +25.3% |
| 3Y | +137.0% | +300.3% | -163.3% | +118.6% |
| 5Y | +75.6% | +539.8% | -464.2% | +61.0% |
| All | +75.6% | +515.1% | -439.6% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling