+0.3%
GLD vs WFC
+1.3%
-1.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | 0.0% | +1.6% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -1.3% | +2.9% | -4.2% | -1.7% |
| 3M | -4.8% | -1.4% | -3.3% | -4.8% |
| 6M | -12.5% | +14.3% | -26.8% | -13.7% |
| YTD | -4.2% | -6.2% | +2.0% | -3.7% |
| All | +0.3% | +1.3% | -1.0% | -0.2% |
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