+732.3%
GLD vs GWW
+3,332.9%
-2,600.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.7% |
| 7D | +2.8% | +5.5% | -2.7% | +2.7% |
| 30D | -4.0% | +14.4% | -18.4% | -4.1% |
| 3M | -8.2% | +13.7% | -22.0% | -8.4% |
| 6M | -14.8% | +20.1% | -34.9% | -15.1% |
| YTD | -6.8% | +47.1% | -53.9% | -7.3% |
| 1Y | -2.4% | +56.2% | -58.6% | -3.0% |
| 3Y | +105.8% | +90.5% | +15.2% | +103.7% |
| 5Y | +113.3% | +221.2% | -107.9% | +109.3% |
| 10Y | +208.4% | +648.4% | -440.0% | +197.8% |
| All | +732.3% | +3,332.9% | -2,600.6% | +644.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling