+265.7%
BAC vs GS
+497.0%
-231.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.4% | +2.7% | +1.5% |
| 7D | -2.7% | -6.3% | +3.6% | +2.4% |
| 30D | -8.0% | -3.1% | -4.9% | -5.8% |
| 3M | -20.9% | -17.7% | -3.3% | -8.1% |
| 6M | -5.4% | -4.6% | -0.8% | -4.7% |
| YTD | -8.1% | +0.3% | -8.4% | -12.5% |
| 1Y | -3.1% | +11.7% | -14.8% | -16.2% |
| 3Y | +88.1% | +183.6% | -95.4% | -30.7% |
| 5Y | +19.7% | +141.0% | -121.2% | -49.7% |
| All | +265.7% | +497.0% | -231.3% | -36.9% |
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