+19.4%
GLD vs WFC
+13.8%
+5.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | +0.7% | +1.1% | -0.3% | +0.7% |
| 30D | +0.3% | +0.8% | -0.5% | +0.3% |
| 3M | +0.6% | +9.3% | -8.7% | -0.3% |
| 6M | -15.6% | +10.6% | -26.2% | -16.8% |
| YTD | +0.9% | -4.1% | +4.9% | +1.3% |
| 1Y | +19.4% | +13.6% | +5.8% | +17.7% |
| All | +19.4% | +13.8% | +5.6% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling