+862.5%
GLD vs WBD
+293.1%
+569.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.5% | -1.8% | +1.3% | -0.5% |
| 30D | +4.4% | +8.8% | -4.4% | +4.3% |
| 3M | -1.1% | +4.6% | -5.7% | -1.2% |
| 6M | -13.8% | +1.1% | -14.9% | -13.8% |
| YTD | +2.6% | -2.0% | +4.6% | +2.7% |
| 1Y | +24.5% | +140.0% | -115.5% | +22.7% |
| 3Y | +125.8% | +144.4% | -18.5% | +121.2% |
| 5Y | +137.8% | -0.2% | +138.0% | +134.4% |
| 10Y | +221.4% | +9.1% | +212.3% | +212.8% |
| All | +862.5% | +293.1% | +569.5% | +767.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling