+102.3%
GLD vs W
+167.8%
-65.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -2.0% | -7.4% | +5.4% | -1.7% |
| 30D | -4.4% | +7.8% | -12.3% | -4.7% |
| 3M | -8.9% | +10.9% | -19.8% | -9.3% |
| 6M | -16.0% | +86.4% | -102.4% | -17.8% |
| YTD | -7.9% | +14.0% | -21.8% | -9.2% |
| 1Y | -3.9% | +3.5% | -7.4% | -5.1% |
| All | +102.3% | +167.8% | -65.5% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling