+118.6%
GLD vs TW
+37.3%
+81.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.7% | +4.2% | +0.5% | +4.6% |
| 30D | -0.9% | +18.9% | -19.8% | -1.2% |
| 3M | -4.4% | +23.8% | -28.2% | -4.8% |
| 6M | -13.6% | +17.0% | -30.6% | -13.8% |
| YTD | -6.0% | +19.2% | -25.2% | -6.5% |
| 1Y | +1.8% | +20.1% | -18.3% | +1.2% |
| 3Y | +103.2% | +40.5% | +62.7% | +99.9% |
| All | +118.6% | +37.3% | +81.2% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling