+202.5%
GLD vs TW
+291.9%
-89.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.7% |
| 7D | +2.8% | +3.1% | -0.3% | +2.7% |
| 30D | -4.0% | +16.7% | -20.7% | -4.6% |
| 3M | -8.2% | +25.2% | -33.4% | -9.1% |
| 6M | -14.8% | +19.5% | -34.3% | -15.5% |
| YTD | -6.8% | +21.0% | -27.8% | -7.8% |
| 1Y | -2.4% | +19.0% | -21.3% | -3.3% |
| 3Y | +105.8% | +40.7% | +65.1% | +100.9% |
| 5Y | +113.3% | +40.1% | +73.2% | +106.4% |
| All | +202.5% | +291.9% | -89.5% | +179.7% |
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