+248.4%
GLD vs W
+176.2%
+72.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.4% | -0.9% |
| 7D | -0.5% | -4.2% | +3.7% | -0.4% |
| 30D | +4.4% | -7.6% | +12.0% | +4.5% |
| 3M | -1.1% | +37.2% | -38.3% | -1.8% |
| 6M | -13.8% | +26.3% | -40.1% | -14.3% |
| YTD | +2.6% | -1.0% | +3.6% | +2.3% |
| 1Y | +24.5% | +20.1% | +4.4% | +23.6% |
| 3Y | +125.8% | +37.8% | +88.1% | +122.6% |
| 5Y | +137.8% | -63.7% | +201.4% | +135.0% |
| 10Y | +221.4% | +156.3% | +65.1% | +211.2% |
| All | +248.4% | +176.2% | +72.2% | +244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling