+24.5%
GLD vs WBD
+135.8%
-111.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.9% |
| 7D | -0.5% | -1.8% | +1.3% | -0.6% |
| 30D | +4.4% | +8.8% | -4.4% | +4.6% |
| 3M | -1.1% | +4.6% | -5.7% | -0.9% |
| 6M | -13.8% | +1.1% | -14.9% | -13.8% |
| YTD | +2.6% | -2.0% | +4.6% | +2.5% |
| 1Y | +24.5% | +140.0% | -115.5% | +28.4% |
| All | +24.5% | +135.8% | -111.3% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 1y: compounded portfolio wealth divided by compounded WBD 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…
1y analysis · Full analysis span regression · 6 months rolling