+366.2%
GLD vs SW
+755.0%
-388.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.5% | -5.1% | +4.6% | -0.4% |
| 30D | +4.4% | -4.6% | +9.0% | +4.5% |
| 3M | -1.1% | +9.4% | -10.5% | -1.3% |
| 6M | -13.8% | +3.5% | -17.3% | -13.9% |
| YTD | +2.6% | +22.0% | -19.4% | +2.3% |
| 1Y | +24.5% | +2.2% | +22.3% | +24.3% |
| 3Y | +125.8% | +19.6% | +106.3% | +124.7% |
| 5Y | +137.8% | -2.3% | +140.1% | +136.4% |
| 10Y | +221.4% | +181.4% | +40.0% | +215.7% |
| All | +366.2% | +755.0% | -388.8% | +344.3% |
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