+104.1%
GLD vs BBWI
-67.6%
+171.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -5.5% | +12.9% | -18.3% | -5.5% |
| 3M | -10.9% | +16.0% | -26.9% | -10.9% |
| 6M | -17.4% | +16.6% | -34.0% | -17.5% |
| YTD | -10.3% | +9.7% | -20.1% | -10.5% |
| 1Y | -7.2% | +1.5% | -8.7% | -7.4% |
| 3Y | +96.9% | -21.4% | +118.3% | +97.3% |
| All | +104.1% | -67.6% | +171.7% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling