+19.7%
BAC vs GS
+138.4%
-118.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.4% | +2.7% | +0.6% |
| 7D | -2.7% | -6.3% | +3.6% | +1.6% |
| 30D | -8.0% | -3.1% | -4.9% | -6.2% |
| 3M | -20.9% | -17.7% | -3.3% | -10.4% |
| 6M | -5.4% | -4.6% | -0.8% | -4.9% |
| YTD | -8.1% | +0.3% | -8.4% | -11.9% |
| 1Y | -3.1% | +11.7% | -14.8% | -14.7% |
| 3Y | +88.1% | +183.6% | -95.4% | -23.7% |
| 5Y | +19.7% | +141.0% | -121.2% | -46.1% |
| All | +19.7% | +138.4% | -118.7% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling