+1,376.8%
BAC vs GIS
+1,507.8%
-131.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.9% |
| 7D | +1.1% | -7.8% | +8.9% | +4.4% |
| 30D | -0.4% | +6.6% | -7.0% | -3.2% |
| 3M | +16.9% | +21.0% | -4.1% | +7.3% |
| 6M | +26.6% | -9.1% | +35.7% | +30.2% |
| YTD | +15.8% | -13.6% | +29.4% | +20.8% |
| 1Y | +27.2% | -18.0% | +45.2% | +35.0% |
| 3Y | +132.4% | -33.7% | +166.1% | +163.7% |
| 5Y | +72.6% | -19.4% | +92.0% | +74.9% |
| 10Y | +389.7% | -21.3% | +411.0% | +375.5% |
| All | +1,376.8% | +1,507.8% | -131.0% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling