+227.3%
GLD vs TW
+211.4%
+15.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.6% |
| 7D | +0.7% | -3.5% | +4.2% | +0.9% |
| 30D | +0.3% | +0.5% | -0.2% | +0.3% |
| 3M | +0.6% | +4.9% | -4.3% | +0.3% |
| 6M | -15.6% | -17.1% | +1.5% | -14.9% |
| YTD | +0.9% | -3.9% | +4.7% | +0.7% |
| 1Y | +19.4% | -13.3% | +32.6% | +20.0% |
| 3Y | +124.5% | +20.9% | +103.6% | +120.0% |
| 5Y | +138.9% | +20.5% | +118.4% | +132.1% |
| All | +227.3% | +211.4% | +15.9% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling