+739.4%
GLD vs BAC
+75.7%
+663.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +4.7% | -1.2% | +5.9% | +4.7% |
| 30D | -0.9% | -7.7% | +6.8% | -1.1% |
| 3M | -4.4% | -21.2% | +16.8% | -4.9% |
| 6M | -13.6% | -6.8% | -6.7% | -13.7% |
| YTD | -6.0% | -8.7% | +2.7% | -6.2% |
| 1Y | +1.8% | -5.3% | +7.0% | +1.7% |
| 3Y | +103.2% | +87.4% | +15.7% | +106.6% |
| 5Y | +119.3% | +18.9% | +100.4% | +121.0% |
| 10Y | +199.5% | +273.3% | -73.8% | +212.1% |
| All | +739.4% | +75.7% | +663.7% | +788.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling