+73.1%
BAC vs GWRE
+15.1%
+58.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | 0.0% | -13.2% | +13.3% | +1.8% |
| 30D | -2.8% | -18.6% | +15.8% | -0.8% |
| 3M | +14.2% | +18.9% | -4.7% | +9.7% |
| 6M | +30.5% | -11.0% | +41.5% | +29.9% |
| YTD | +15.8% | -29.9% | +45.7% | +19.9% |
| 1Y | +26.2% | -44.3% | +70.5% | +36.4% |
| 3Y | +136.5% | +51.7% | +84.9% | +99.0% |
| All | +73.1% | +15.1% | +58.0% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling