+48.2%
BAC vs GFS
-2.1%
+50.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | +0.6% | +4.5% | -3.9% | -0.1% |
| 30D | -1.4% | -8.2% | +6.8% | -0.1% |
| 3M | +15.7% | -38.9% | +54.6% | +24.3% |
| 6M | +32.2% | -2.9% | +35.1% | +28.5% |
| YTD | +15.8% | +31.8% | -16.0% | +4.8% |
| 1Y | +27.3% | +43.1% | -15.9% | +12.7% |
| 3Y | +137.5% | -20.6% | +158.1% | +129.1% |
| All | +48.2% | -2.1% | +50.4% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling