+112.1%
BAC vs GLDM
+221.7%
-109.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.5% | -3.6% |
| 7D | -2.7% | +1.9% | -4.6% | -2.6% |
| 30D | -8.0% | -1.7% | -6.3% | -8.1% |
| 3M | -20.9% | -3.5% | -17.4% | -21.1% |
| 6M | -5.4% | -10.1% | +4.7% | -6.0% |
| YTD | -8.1% | -5.0% | -3.0% | -7.8% |
| 1Y | -3.1% | +2.8% | -5.9% | -1.9% |
| 3Y | +88.1% | +105.1% | -17.0% | +108.5% |
| 5Y | +19.7% | +124.3% | -104.6% | +33.6% |
| All | +112.1% | +221.7% | -109.6% | +180.5% |
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