+226.9%
GLD vs WBD
+16.8%
+210.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +117.6% | +10.9% | +106.7% | +116.0% |
| 7D | +117.6% | +10.9% | +106.7% | +116.0% |
| 30D | +117.6% | +10.9% | +106.7% | +116.0% |
| 3M | +117.6% | +10.9% | +106.7% | +116.0% |
| 6M | +117.6% | +10.9% | +106.7% | +116.0% |
| YTD | +117.6% | +10.9% | +106.7% | +116.0% |
| 1Y | +117.6% | +10.9% | +106.7% | +116.0% |
| 3Y | +117.6% | +10.9% | +106.7% | +116.0% |
| 5Y | +130.6% | +18.4% | +112.2% | +129.0% |
| All | +226.9% | +16.8% | +210.1% | +219.5% |
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