+739.4%
GLD vs BWA
+452.4%
+287.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.9% |
| 7D | +4.7% | -5.5% | +10.2% | +4.9% |
| 30D | -0.9% | -21.7% | +20.8% | -0.2% |
| 3M | -4.4% | -25.6% | +21.2% | -3.6% |
| 6M | -13.6% | -17.4% | +3.9% | -13.1% |
| YTD | -6.0% | +9.2% | -15.2% | -6.1% |
| 1Y | +1.8% | +9.7% | -8.0% | +1.7% |
| 3Y | +103.2% | +54.6% | +48.5% | +101.5% |
| 5Y | +119.3% | +26.8% | +92.6% | +117.7% |
| 10Y | +199.5% | +89.0% | +110.5% | +193.0% |
| All | +739.4% | +452.4% | +287.0% | +640.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling