+739.4%
GLD vs BBWI
+182.8%
+556.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.8% |
| 7D | +4.7% | -6.2% | +10.9% | +4.7% |
| 30D | -0.9% | +19.9% | -20.8% | -0.9% |
| 3M | -4.4% | +7.1% | -11.5% | -4.4% |
| 6M | -13.6% | +13.7% | -27.2% | -13.6% |
| YTD | -6.0% | +9.6% | -15.6% | -6.1% |
| 1Y | +1.8% | -1.6% | +3.4% | +1.7% |
| 3Y | +103.2% | -25.9% | +129.0% | +103.2% |
| 5Y | +119.3% | -67.8% | +187.1% | +119.3% |
| 10Y | +199.5% | -43.5% | +243.0% | +198.5% |
| All | +739.4% | +182.8% | +556.6% | +733.1% |
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 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