+136.4%
BAC vs GFS
-20.2%
+156.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.2% | +2.6% | -1.5% | +0.8% |
| 30D | -0.7% | -16.4% | +15.7% | +1.6% |
| 3M | +16.9% | -41.6% | +58.5% | +25.2% |
| 6M | +29.6% | -3.7% | +33.3% | +25.2% |
| YTD | +15.3% | +29.3% | -14.1% | +3.5% |
| 1Y | +28.8% | +37.1% | -8.3% | +13.5% |
| 3Y | +136.4% | -22.1% | +158.5% | +126.8% |
| All | +136.4% | -20.2% | +156.6% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling