+96.6%
BAC vs GM
+242.7%
-146.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -1.9% | -3.8% | +2.0% | -0.8% |
| 30D | -7.2% | +7.9% | -15.1% | -9.3% |
| 3M | -20.4% | -0.3% | -20.1% | -20.7% |
| 6M | +1.3% | +18.6% | -17.3% | -4.7% |
| YTD | -6.4% | +10.0% | -16.4% | -10.2% |
| 1Y | -3.5% | +25.9% | -29.4% | -11.3% |
| All | +96.6% | +242.7% | -146.2% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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