+136.4%
BAC vs GM
+160.9%
-24.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.2% |
| 7D | +0.6% | -1.1% | +1.7% | +0.9% |
| 30D | -1.4% | -4.6% | +3.2% | -0.1% |
| 3M | +15.7% | +0.2% | +15.5% | +15.2% |
| 6M | +32.2% | +12.6% | +19.6% | +26.1% |
| YTD | +15.8% | +3.7% | +12.1% | +13.2% |
| 1Y | +27.3% | +45.6% | -18.4% | +10.5% |
| All | +136.4% | +160.9% | -24.5% | +46.7% |
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