+197.1%
BAC vs GS
+1,690.5%
-1,493.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +1.2% |
| 7D | +1.5% | +0.3% | +1.2% | +1.3% |
| 30D | -4.4% | +3.9% | -8.3% | -7.3% |
| 3M | -17.5% | -11.4% | -6.1% | -9.7% |
| 6M | -0.1% | +3.7% | -3.7% | -5.3% |
| YTD | -4.6% | +7.1% | -11.7% | -13.0% |
| 1Y | -1.5% | +19.7% | -21.2% | -18.0% |
| 3Y | +95.2% | +202.8% | -107.6% | -24.6% |
| 5Y | +23.3% | +156.7% | -133.4% | -46.1% |
| 10Y | +290.0% | +548.7% | -258.7% | -17.8% |
| All | +197.1% | +1,690.5% | -1,493.4% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling