-2.8%
GLD vs BAC
-3.7%
+0.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.7% |
| 7D | +2.8% | +2.1% | +0.8% | +2.2% |
| 30D | -4.0% | -6.7% | +2.7% | -2.6% |
| 3M | -8.2% | -20.2% | +12.0% | -4.2% |
| 6M | -14.8% | -0.2% | -14.6% | -14.9% |
| YTD | -6.8% | -6.4% | -0.4% | -5.2% |
| All | -2.8% | -3.7% | +0.9% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling