+117.5%
GLD vs GWW
+218.0%
-100.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +4.7% | +6.0% | -1.3% | +4.6% |
| 30D | -0.9% | +14.0% | -14.9% | -1.0% |
| 3M | -4.4% | +12.5% | -16.9% | -4.5% |
| 6M | -13.6% | +23.6% | -37.2% | -13.8% |
| YTD | -6.0% | +43.6% | -49.6% | -6.1% |
| 1Y | +1.8% | +52.5% | -50.7% | +1.8% |
| 3Y | +103.2% | +92.6% | +10.6% | +102.8% |
| All | +117.5% | +218.0% | -100.5% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling