+206.1%
GLD vs BAC
+228.6%
-22.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.2% |
| 7D | -4.6% | +3.2% | -7.8% | -4.5% |
| 30D | -5.5% | -0.7% | -4.7% | -5.5% |
| 3M | -10.9% | -20.0% | +9.1% | -11.4% |
| 6M | -17.4% | +3.4% | -20.9% | -17.3% |
| YTD | -10.3% | -5.7% | -4.6% | -10.4% |
| 1Y | -7.2% | -1.4% | -5.7% | -7.1% |
| 3Y | +96.9% | +97.9% | -1.0% | +102.7% |
| 5Y | +103.8% | +22.9% | +80.8% | +105.5% |
| All | +206.1% | +228.6% | -22.5% | +254.5% |
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