+167.2%
BAC vs GLDM
+248.1%
-80.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | +0.6% | -0.5% | +1.1% | +0.5% |
| 30D | -0.9% | +4.4% | -5.3% | -0.6% |
| 3M | +16.3% | -1.1% | +17.4% | +16.2% |
| 6M | +26.0% | -13.7% | +39.6% | +24.4% |
| YTD | +15.2% | +2.8% | +12.4% | +16.0% |
| 1Y | +26.5% | +24.8% | +1.7% | +30.8% |
| 3Y | +132.4% | +127.8% | +4.6% | +159.9% |
| 5Y | +72.6% | +141.1% | -68.6% | +93.4% |
| All | +167.2% | +248.1% | -80.9% | +254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling