+96.6%
GLD vs BBWI
-25.1%
+121.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.8% |
| 7D | -5.5% | -4.5% | -1.0% | -5.5% |
| 30D | -7.0% | +17.1% | -24.1% | -7.0% |
| 3M | -12.4% | +17.5% | -29.8% | -12.4% |
| 6M | -18.0% | +12.8% | -30.8% | -18.1% |
| YTD | -10.5% | +8.2% | -18.6% | -10.7% |
| 1Y | -8.1% | -1.8% | -6.2% | -8.3% |
| All | +96.6% | -25.1% | +121.7% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling