+816.6%
GLD vs BBWI
+158.3%
+658.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -0.8% |
| 7D | -0.5% | +1.5% | -2.0% | -0.5% |
| 30D | +4.4% | -5.2% | +9.6% | +4.4% |
| 3M | -1.1% | +11.1% | -12.2% | -1.1% |
| 6M | -13.8% | -13.4% | -0.4% | -13.8% |
| YTD | +2.6% | +0.1% | +2.5% | +2.6% |
| 1Y | +24.5% | -36.1% | +60.6% | +24.5% |
| 3Y | +125.8% | -44.1% | +169.9% | +126.0% |
| 5Y | +137.8% | -66.2% | +204.0% | +137.8% |
| 10Y | +221.4% | -54.8% | +276.1% | +220.3% |
| All | +816.6% | +158.3% | +658.2% | +809.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling