+237.7%
BAC vs IAU
+208.6%
+29.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.1% |
| 7D | +2.1% | +2.8% | -0.8% | +2.3% |
| 30D | -6.7% | -4.0% | -2.7% | -7.0% |
| 3M | -20.2% | -8.2% | -12.0% | -20.8% |
| 6M | -0.2% | -14.8% | +14.6% | -1.9% |
| YTD | -6.4% | -6.7% | +0.3% | -6.3% |
| 1Y | -3.1% | -2.2% | -0.9% | -2.2% |
| 3Y | +96.7% | +106.7% | -10.0% | +130.2% |
| 5Y | +21.3% | +114.8% | -93.5% | +42.1% |
| 10Y | +237.7% | +213.0% | +24.7% | +418.3% |
| All | +237.7% | +208.6% | +29.1% | +418.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling