+211.8%
GLD vs W
+224.5%
-12.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -2.0% | -7.4% | +5.4% | -1.8% |
| 30D | -4.4% | +7.8% | -12.3% | -4.6% |
| 3M | -8.9% | +10.9% | -19.8% | -9.2% |
| 6M | -16.0% | +86.4% | -102.4% | -17.4% |
| YTD | -7.9% | +14.0% | -21.8% | -8.6% |
| 1Y | -3.9% | +3.5% | -7.4% | -4.5% |
| 3Y | +103.4% | +164.8% | -61.3% | +96.9% |
| 5Y | +109.7% | -53.1% | +162.8% | +106.4% |
| 10Y | +211.8% | +220.4% | -8.6% | +184.8% |
| All | +211.8% | +224.5% | -12.7% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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