+19.9%
BAC vs GFS
-8.5%
+28.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.9% |
| 7D | -1.9% | +6.2% | -8.1% | -2.9% |
| 30D | -7.2% | -11.4% | +4.2% | -5.7% |
| 3M | -20.4% | -15.5% | -5.0% | -18.8% |
| 6M | +1.3% | -42.6% | +43.9% | +8.6% |
| YTD | -6.4% | +23.2% | -29.6% | -14.8% |
| 1Y | -3.5% | +23.6% | -27.1% | -12.4% |
| 3Y | +96.7% | -17.2% | +113.9% | +87.0% |
| 5Y | +20.6% | -23.4% | +44.0% | +13.9% |
| All | +19.9% | -8.5% | +28.3% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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