+237.7%
BAC vs GS
+475.4%
-237.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | -0.1% |
| 7D | +2.1% | +1.6% | +0.5% | +0.6% |
| 30D | -6.7% | +1.7% | -8.4% | -8.2% |
| 3M | -20.2% | -11.6% | -8.6% | -12.5% |
| 6M | -0.2% | -1.9% | +1.7% | -1.7% |
| YTD | -6.4% | +5.1% | -11.4% | -14.1% |
| 1Y | -3.1% | +16.4% | -19.5% | -18.9% |
| 3Y | +96.7% | +199.0% | -102.2% | -30.6% |
| 5Y | +21.3% | +157.4% | -136.1% | -51.8% |
| 10Y | +237.7% | +457.2% | -219.5% | -37.6% |
| All | +237.7% | +475.4% | -237.7% | -37.6% |
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