+212.2%
GLD vs W
+268.4%
-56.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +1.8% |
| 7D | +4.9% | +3.3% | +1.6% | +4.8% |
| 30D | -1.3% | +10.5% | -11.8% | -1.6% |
| 3M | -4.8% | +9.6% | -14.4% | -5.0% |
| 6M | -12.5% | +76.4% | -88.9% | -13.8% |
| YTD | -4.2% | +16.4% | -20.6% | -5.1% |
| 1Y | +3.0% | +9.3% | -6.3% | +2.3% |
| 3Y | +109.1% | +172.8% | -63.7% | +102.4% |
| 5Y | +121.6% | -53.4% | +174.9% | +118.0% |
| 10Y | +212.2% | +243.6% | -31.4% | +188.9% |
| All | +212.2% | +268.4% | -56.2% | +188.9% |
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