+326.9%
GLD vs SW
+743.1%
-416.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.6% |
| 7D | -0.3% | +12.1% | -12.3% | -0.5% |
| 30D | -1.9% | +6.6% | -8.4% | -2.0% |
| 3M | -0.4% | -6.0% | +5.6% | -0.4% |
| 6M | -10.2% | +21.5% | -31.7% | -10.5% |
| YTD | -6.0% | +20.3% | -26.3% | -6.3% |
| 1Y | +2.8% | +28.1% | -25.3% | +2.4% |
| 3Y | +101.6% | +51.6% | +50.0% | +100.1% |
| 5Y | +122.2% | -0.1% | +122.3% | +120.9% |
| 10Y | +199.5% | +189.7% | +9.7% | +194.1% |
| All | +326.9% | +743.1% | -416.1% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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