+20.7%
GLD vs WBD
+126.2%
-105.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +0.9% |
| 7D | +0.1% | -1.7% | +1.8% | +0.1% |
| 30D | +0.2% | +3.9% | -3.7% | +0.3% |
| 3M | +3.2% | +5.1% | -1.9% | +3.4% |
| 6M | -14.6% | +0.6% | -15.2% | -14.6% |
| YTD | +1.8% | -3.2% | +4.9% | +1.6% |
| 1Y | +20.7% | +127.7% | -106.9% | +24.9% |
| All | +20.7% | +126.2% | -105.4% | +24.9% |
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