+103.2%
GLD vs W
+123.5%
-20.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.7% |
| 7D | +4.7% | -3.6% | +8.3% | +4.8% |
| 30D | -0.9% | +7.0% | -7.9% | -1.1% |
| 3M | -4.4% | +7.4% | -11.8% | -4.7% |
| 6M | -13.6% | +69.3% | -82.9% | -15.2% |
| YTD | -6.0% | +11.3% | -17.3% | -7.2% |
| 1Y | +1.8% | +13.2% | -11.4% | +0.4% |
| 3Y | +103.2% | +142.0% | -38.8% | +98.5% |
| All | +103.2% | +123.5% | -20.3% | +98.5% |
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