+217.1%
GLD vs BAC
+398.5%
-181.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | +1.1% | -1.6% | -0.5% |
| 30D | +4.4% | -0.4% | +4.8% | +4.4% |
| 3M | -1.1% | +16.9% | -18.0% | -0.6% |
| 6M | -13.8% | +26.6% | -40.4% | -13.1% |
| YTD | +2.6% | +15.8% | -13.2% | +3.1% |
| 1Y | +24.5% | +27.2% | -2.7% | +25.6% |
| 3Y | +125.8% | +132.4% | -6.6% | +133.9% |
| 5Y | +137.8% | +72.6% | +65.2% | +143.4% |
| All | +217.1% | +398.5% | -181.3% | +279.2% |
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