-3.9%
GLD vs BWA
+14.3%
-18.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.4% |
| 7D | -2.0% | +1.7% | -3.7% | -2.4% |
| 30D | -4.4% | -14.6% | +10.2% | -1.5% |
| 3M | -8.9% | -26.2% | +17.3% | -3.6% |
| 6M | -16.0% | -18.4% | +2.4% | -12.4% |
| YTD | -7.9% | +14.7% | -22.5% | -10.2% |
| 1Y | -3.9% | +13.3% | -17.2% | -6.4% |
| All | -3.9% | +14.3% | -18.1% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling