+212.2%
GLD vs BBWI
-41.3%
+253.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.9% |
| 7D | +4.9% | -6.2% | +11.1% | +5.0% |
| 30D | -1.3% | +25.5% | -26.8% | -1.4% |
| 3M | -4.8% | +8.0% | -12.7% | -4.8% |
| 6M | -12.5% | +12.7% | -25.2% | -12.6% |
| YTD | -4.2% | +11.6% | -15.9% | -4.3% |
| 1Y | +3.0% | -0.9% | +3.9% | +2.9% |
| 3Y | +109.1% | -22.7% | +131.8% | +109.1% |
| 5Y | +121.6% | -67.2% | +188.7% | +121.6% |
| 10Y | +212.2% | -43.7% | +255.9% | +201.1% |
| All | +212.2% | -41.3% | +253.5% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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