+128.5%
GLD vs BWA
+75.7%
+52.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.1% |
| 7D | -0.5% | +5.7% | -6.2% | -1.1% |
| 30D | +4.4% | +1.4% | +3.0% | +4.2% |
| 3M | -1.1% | -12.1% | +11.0% | -0.2% |
| 6M | -13.8% | +28.6% | -42.3% | -15.2% |
| YTD | +2.6% | +51.1% | -48.5% | -0.2% |
| 1Y | +24.5% | +55.9% | -31.4% | +20.9% |
| All | +128.5% | +75.7% | +52.8% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling