+211.8%
GLD vs BAC
+239.8%
-28.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.0% | -1.9% | -0.1% | -2.0% |
| 30D | -4.4% | -7.2% | +2.7% | -4.6% |
| 3M | -8.9% | -20.4% | +11.5% | -9.5% |
| 6M | -16.0% | +1.3% | -17.3% | -15.9% |
| YTD | -7.9% | -6.4% | -1.5% | -8.0% |
| 1Y | -3.9% | -3.5% | -0.4% | -3.9% |
| 3Y | +103.4% | +96.7% | +6.7% | +109.5% |
| 5Y | +109.7% | +20.6% | +89.1% | +111.4% |
| 10Y | +211.8% | +233.0% | -21.2% | +263.2% |
| All | +211.8% | +239.8% | -28.0% | +263.2% |
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