+104.1%
GLD vs WFC
+90.3%
+13.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.2% |
| 7D | -4.6% | +2.5% | -7.1% | -4.6% |
| 30D | -5.5% | +7.0% | -12.5% | -5.5% |
| 3M | -10.9% | -1.8% | -9.1% | -10.9% |
| 6M | -17.4% | +18.4% | -35.8% | -17.4% |
| YTD | -10.3% | -5.6% | -4.7% | -10.4% |
| 1Y | -7.2% | +3.9% | -11.0% | -7.2% |
| 3Y | +96.9% | +126.3% | -29.4% | +98.0% |
| All | +104.1% | +90.3% | +13.8% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling