+191.1%
GLD vs TW
+301.3%
-110.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.1% |
| 7D | -4.6% | +3.9% | -8.5% | -4.7% |
| 30D | -5.5% | +19.9% | -25.4% | -6.2% |
| 3M | -10.9% | +25.9% | -36.9% | -11.8% |
| 6M | -17.4% | +21.1% | -38.6% | -18.1% |
| YTD | -10.3% | +23.9% | -34.2% | -11.4% |
| 1Y | -7.2% | +21.2% | -28.4% | -8.1% |
| 3Y | +96.9% | +44.8% | +52.1% | +92.0% |
| 5Y | +103.8% | +41.4% | +62.4% | +97.1% |
| All | +191.1% | +301.3% | -110.3% | +168.9% |
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