+208.4%
GLD vs GWW
+663.6%
-455.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.7% |
| 7D | +2.8% | +5.5% | -2.7% | +2.8% |
| 30D | -4.0% | +14.4% | -18.4% | -4.0% |
| 3M | -8.2% | +13.7% | -22.0% | -8.3% |
| 6M | -14.8% | +20.1% | -34.9% | -14.9% |
| YTD | -6.8% | +47.1% | -53.9% | -6.9% |
| 1Y | -2.4% | +56.2% | -58.6% | -2.4% |
| 3Y | +105.8% | +90.5% | +15.2% | +105.5% |
| 5Y | +113.3% | +221.2% | -107.9% | +112.7% |
| 10Y | +208.4% | +648.4% | -440.0% | +211.6% |
| All | +208.4% | +663.6% | -455.2% | +211.6% |
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