+816.6%
GLD vs GWW
+2,981.6%
-2,165.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -0.5% | +1.4% | -1.9% | -0.5% |
| 30D | +4.4% | +3.3% | +1.1% | +4.3% |
| 3M | -1.1% | +2.9% | -4.0% | -1.2% |
| 6M | -13.8% | +15.8% | -29.6% | -14.0% |
| YTD | +2.6% | +32.0% | -29.4% | +2.3% |
| 1Y | +24.5% | +29.9% | -5.4% | +24.1% |
| 3Y | +125.8% | +91.1% | +34.8% | +123.7% |
| 5Y | +137.8% | +223.9% | -86.1% | +133.3% |
| 10Y | +221.4% | +567.0% | -345.7% | +210.8% |
| All | +816.6% | +2,981.6% | -2,165.1% | +721.6% |
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 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