+142.5%
GLD vs WFC
+129.3%
+13.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -0.5% | +3.8% | -4.3% | -0.5% |
| 30D | +4.4% | +1.5% | +2.9% | +4.4% |
| 3M | -1.1% | +10.9% | -12.0% | -1.0% |
| 6M | -13.8% | +8.4% | -22.2% | -13.8% |
| YTD | +2.6% | -1.9% | +4.5% | +2.5% |
| 1Y | +24.5% | +12.3% | +12.2% | +24.7% |
| 3Y | +125.8% | +132.3% | -6.5% | +128.5% |
| All | +142.5% | +129.3% | +13.2% | +146.9% |
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 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