+218.2%
GLD vs WBD
+10.9%
+207.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +0.9% |
| 7D | +0.1% | -1.7% | +1.8% | +0.2% |
| 30D | +0.2% | +3.9% | -3.7% | +0.2% |
| 3M | +3.2% | +5.1% | -1.9% | +3.2% |
| 6M | -14.6% | +0.6% | -15.2% | -14.6% |
| YTD | +1.8% | -3.2% | +4.9% | +1.8% |
| 1Y | +20.7% | +127.7% | -106.9% | +19.9% |
| 3Y | +126.5% | +146.6% | -20.1% | +123.6% |
| 5Y | +140.0% | +4.2% | +135.9% | +135.7% |
| 10Y | +218.2% | +13.7% | +204.5% | +206.4% |
| All | +218.2% | +10.9% | +207.3% | +206.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling