+79.9%
BAC vs IAU
+810.1%
-730.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.5% |
| 7D | +2.0% | +4.9% | -2.9% | +2.6% |
| 30D | -6.9% | -1.4% | -5.6% | -7.1% |
| 3M | -19.6% | -4.8% | -14.8% | -20.1% |
| 6M | -0.5% | -12.5% | +12.0% | -2.3% |
| YTD | -6.6% | -4.2% | -2.4% | -6.7% |
| 1Y | -3.0% | +3.1% | -6.1% | -1.9% |
| 3Y | +97.3% | +110.0% | -12.7% | +125.8% |
| 5Y | +21.9% | +123.1% | -101.2% | +41.1% |
| 10Y | +251.7% | +216.7% | +35.0% | +341.1% |
| All | +79.9% | +810.1% | -730.2% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling