+206.1%
GLD vs GWW
+658.3%
-452.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | -4.6% | +3.6% | -8.1% | -4.6% |
| 30D | -5.5% | +12.1% | -17.6% | -5.5% |
| 3M | -10.9% | +12.9% | -23.8% | -10.9% |
| 6M | -17.4% | +19.3% | -36.7% | -17.5% |
| YTD | -10.3% | +48.7% | -59.0% | -10.4% |
| 1Y | -7.2% | +60.5% | -67.7% | -7.2% |
| 3Y | +96.9% | +93.3% | +3.6% | +96.7% |
| 5Y | +103.8% | +219.0% | -115.2% | +103.2% |
| All | +206.1% | +658.3% | -452.2% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling