+600.4%
BAC vs GM
+238.5%
+361.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | +1.1% | +1.9% | -0.8% | +0.1% |
| 30D | -0.4% | -1.4% | +1.0% | +0.1% |
| 3M | +16.9% | +5.9% | +11.0% | +12.6% |
| 6M | +26.6% | +12.4% | +14.2% | +17.3% |
| YTD | +15.8% | +8.6% | +7.2% | +8.6% |
| 1Y | +27.2% | +52.6% | -25.4% | -1.6% |
| 3Y | +132.4% | +169.7% | -37.2% | +24.7% |
| 5Y | +72.6% | +87.5% | -15.0% | +6.8% |
| 10Y | +389.7% | +233.0% | +156.8% | +88.0% |
| All | +600.4% | +238.5% | +361.9% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling