+392.9%
BAC vs GWRE
+131.0%
+261.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | 0.0% | -13.2% | +13.3% | +2.9% |
| 30D | -2.8% | -18.6% | +15.8% | +0.4% |
| 3M | +14.2% | +18.9% | -4.7% | +7.4% |
| 6M | +30.5% | -11.0% | +41.5% | +29.2% |
| YTD | +15.8% | -29.9% | +45.7% | +21.1% |
| 1Y | +26.2% | -44.3% | +70.5% | +39.9% |
| 3Y | +136.5% | +51.7% | +84.9% | +87.7% |
| 5Y | +75.9% | +15.4% | +60.5% | +48.6% |
| All | +392.9% | +131.0% | +261.9% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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