+798.1%
GLD vs WBD
+330.6%
+467.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +34.7% | -34.4% | -0.2% |
| 7D | +0.3% | +34.7% | -34.4% | -0.2% |
| 30D | +0.3% | +34.7% | -34.4% | -0.2% |
| 3M | +0.3% | +34.7% | -34.4% | -0.2% |
| 6M | +0.3% | +34.7% | -34.4% | -0.2% |
| YTD | +0.3% | +34.7% | -34.4% | -0.2% |
| 1Y | +6.1% | +63.0% | -56.9% | +5.3% |
| 3Y | +124.8% | +206.7% | -81.9% | +119.4% |
| 5Y | +130.6% | +18.4% | +112.2% | +126.7% |
| 10Y | +214.2% | +11.8% | +202.5% | +205.9% |
| All | +798.1% | +330.6% | +467.5% | +707.8% |
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