-1.1%
GLD vs BAC
+19.2%
-20.3%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-04 to 2026-09-04.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | +4.4% | -0.4% | +4.8% | +4.4% |
| 3M | -1.1% | +16.9% | -18.0% | -7.4% |
| All | -1.1% | +19.2% | -20.3% | -7.4% |
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 2026-06-04 to 2026-09-04: 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…
2026-06-04 to 2026-09-04 analysis · Full analysis span regression · Available span rolling