+112.1%
GLD vs BAC
+21.1%
+91.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.7% |
| 7D | +2.8% | +2.1% | +0.8% | +2.7% |
| 30D | -4.0% | -6.7% | +2.7% | -3.8% |
| 3M | -8.2% | -20.2% | +12.0% | -7.8% |
| 6M | -14.8% | -0.2% | -14.6% | -14.7% |
| YTD | -6.8% | -6.4% | -0.4% | -6.7% |
| 1Y | -2.4% | -3.1% | +0.7% | -2.2% |
| 3Y | +105.8% | +96.7% | +9.0% | +104.8% |
| All | +112.1% | +21.1% | +91.1% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling