+1,003.4%
BAC vs GWRE
+793.8%
+209.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.4% | +1.4% |
| 7D | +1.2% | -25.6% | +26.7% | +7.6% |
| 30D | -0.7% | -12.2% | +11.5% | +1.2% |
| 3M | +16.9% | +17.7% | -0.8% | +9.7% |
| 6M | +29.6% | -11.3% | +40.9% | +28.5% |
| YTD | +15.3% | -25.5% | +40.8% | +18.8% |
| 1Y | +28.8% | -42.8% | +71.7% | +42.4% |
| 3Y | +136.4% | +59.0% | +77.4% | +86.6% |
| 5Y | +72.9% | +21.6% | +51.3% | +43.6% |
| 10Y | +391.8% | +139.2% | +252.6% | +217.9% |
| All | +1,003.4% | +793.8% | +209.6% | +419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling