+87.4%
BAC vs GLDM
+104.2%
-16.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.2% | +4.7% | -5.8% | -1.5% |
| 30D | -7.7% | -0.9% | -6.8% | -7.6% |
| 3M | -21.2% | -4.3% | -16.8% | -21.0% |
| 6M | -6.8% | -13.4% | +6.6% | -6.3% |
| YTD | -8.7% | -5.8% | -2.9% | -8.5% |
| 1Y | -5.3% | +2.1% | -7.3% | -5.1% |
| 3Y | +87.4% | +105.0% | -17.6% | +53.2% |
| All | +87.4% | +104.2% | -16.7% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 3y: compounded portfolio wealth divided by compounded GLDM 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…
3y analysis · Full analysis span regression · 6 months rolling