+2.8%
GLD vs WETO
-99.3%
+102.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.4% | -7.7% | +3.7% |
| 7D | -0.3% | +3.6% | -3.8% | -0.3% |
| 30D | -1.9% | -17.2% | +15.4% | -1.9% |
| 3M | -0.4% | -83.7% | +83.3% | -0.1% |
| 6M | -10.2% | -98.3% | +88.1% | -9.5% |
| YTD | -6.0% | -99.0% | +93.0% | -3.2% |
| 1Y | +2.8% | -99.4% | +102.2% | +5.7% |
| All | +2.8% | -99.3% | +102.1% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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