+217.6%
BAC vs GS
+452.1%
-234.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +3.2% | +5.9% | -2.6% | -1.5% |
| 30D | -0.7% | +4.3% | -5.0% | -4.4% |
| 3M | -20.0% | -11.7% | -8.3% | -12.2% |
| 6M | +3.4% | -3.2% | +6.6% | +3.1% |
| YTD | -5.7% | +5.8% | -11.5% | -14.1% |
| 1Y | -1.4% | +16.0% | -17.5% | -17.1% |
| 3Y | +97.9% | +199.8% | -101.8% | -30.2% |
| 5Y | +22.9% | +155.5% | -132.6% | -50.7% |
| All | +217.6% | +452.1% | -234.5% | -38.3% |
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