+27.3%
BAC vs GIS
-21.4%
+48.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +0.6% | -8.6% | +9.2% | +0.7% |
| 30D | -1.4% | -0.5% | -0.9% | -1.3% |
| 3M | +15.7% | +11.9% | +3.8% | +15.8% |
| 6M | +32.2% | -11.6% | +43.8% | +29.3% |
| YTD | +15.8% | -16.3% | +32.1% | +12.6% |
| 1Y | +27.3% | -21.8% | +49.0% | +23.1% |
| All | +27.3% | -21.4% | +48.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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