+260.7%
BAC vs GS
+1,903.9%
-1,643.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +1.1% | +0.9% | +0.2% | +0.3% |
| 30D | -0.4% | -1.6% | +1.2% | +0.5% |
| 3M | +16.9% | -4.5% | +21.4% | +19.0% |
| 6M | +26.6% | +20.9% | +5.7% | +6.0% |
| YTD | +15.8% | +19.9% | -4.1% | -3.1% |
| 1Y | +27.2% | +41.4% | -14.2% | -7.3% |
| 3Y | +132.4% | +239.2% | -106.8% | -17.8% |
| 5Y | +72.6% | +185.0% | -112.5% | -30.4% |
| 10Y | +389.7% | +655.0% | -265.2% | -8.2% |
| All | +260.7% | +1,903.9% | -1,643.2% | -62.9% |
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 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