+263.2%
BAC vs GS
+494.8%
-231.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -1.2% | -3.2% | +2.0% | +1.3% |
| 30D | -7.7% | -2.4% | -5.2% | -6.1% |
| 3M | -21.2% | -15.7% | -5.4% | -10.0% |
| 6M | -6.8% | -6.8% | -0.1% | -4.4% |
| YTD | -8.7% | -0.1% | -8.6% | -12.8% |
| 1Y | -5.3% | +12.1% | -17.4% | -18.3% |
| 3Y | +87.4% | +185.8% | -98.3% | -31.5% |
| 5Y | +18.9% | +140.1% | -121.2% | -49.9% |
| All | +263.2% | +494.8% | -231.6% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling