+22.1%
BAC vs GM
+50.6%
-28.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -1.9% | -3.8% | +2.0% | -0.5% |
| 30D | -7.2% | +7.9% | -15.1% | -9.9% |
| 3M | -20.4% | -0.3% | -20.1% | -20.8% |
| 6M | +1.3% | +18.6% | -17.3% | -6.3% |
| YTD | -6.4% | +10.0% | -16.4% | -11.4% |
| 1Y | -3.5% | +25.9% | -29.4% | -13.4% |
| 3Y | +96.7% | +241.2% | -144.5% | +9.0% |
| All | +22.1% | +50.6% | -28.5% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling