+212.2%
GLD vs WFC
+142.4%
+69.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | 0.0% | +1.9% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -1.3% | +2.9% | -4.2% | -1.3% |
| 3M | -4.8% | -1.4% | -3.3% | -4.8% |
| 6M | -12.5% | +14.3% | -26.8% | -12.3% |
| YTD | -4.2% | -6.2% | +2.0% | -4.4% |
| 1Y | +3.0% | +1.6% | +1.5% | +3.1% |
| 3Y | +109.1% | +126.9% | -17.8% | +113.3% |
| 5Y | +121.6% | +94.0% | +27.6% | +125.6% |
| 10Y | +212.2% | +134.0% | +78.2% | +223.9% |
| All | +212.2% | +142.4% | +69.8% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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