+212.2%
GLD vs BAC
+257.8%
-45.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.9% |
| 7D | +4.9% | +2.0% | +3.0% | +5.0% |
| 30D | -1.3% | -6.9% | +5.6% | -1.5% |
| 3M | -4.8% | -19.6% | +14.8% | -5.3% |
| 6M | -12.5% | -0.5% | -12.0% | -12.4% |
| YTD | -4.2% | -6.6% | +2.4% | -4.4% |
| 1Y | +3.0% | -3.0% | +6.0% | +3.1% |
| 3Y | +109.1% | +97.3% | +11.8% | +115.5% |
| 5Y | +121.6% | +21.9% | +99.7% | +123.5% |
| 10Y | +212.2% | +251.7% | -39.4% | +271.5% |
| All | +212.2% | +257.8% | -45.6% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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