+27.3%
BAC vs GFS
+39.8%
-12.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.4% |
| 7D | +0.6% | +4.5% | -3.9% | +0.5% |
| 30D | -1.4% | -8.2% | +6.8% | -1.1% |
| 3M | +15.7% | -38.9% | +54.6% | +17.4% |
| 6M | +32.2% | -2.9% | +35.1% | +28.7% |
| YTD | +15.8% | +31.8% | -16.0% | +8.6% |
| 1Y | +27.3% | +43.1% | -15.9% | +16.9% |
| All | +27.3% | +39.8% | -12.5% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling