+218.2%
GLD vs GWW
+553.5%
-335.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +0.2% | -1.4% | +1.6% | +0.2% |
| 3M | +3.2% | -3.6% | +6.9% | +3.2% |
| 6M | -14.6% | +15.1% | -29.8% | -14.7% |
| YTD | +1.8% | +27.5% | -25.7% | +1.8% |
| 1Y | +20.7% | +29.6% | -8.9% | +20.8% |
| 3Y | +126.5% | +90.1% | +36.4% | +126.5% |
| 5Y | +140.0% | +222.6% | -82.6% | +139.9% |
| 10Y | +218.2% | +566.5% | -348.3% | +227.3% |
| All | +218.2% | +553.5% | -335.3% | +227.3% |
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