+816.6%
GLD vs WFC
+422.4%
+394.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -0.5% | +3.8% | -4.3% | -0.4% |
| 30D | +4.4% | +1.5% | +2.9% | +4.4% |
| 3M | -1.1% | +10.9% | -12.0% | -0.9% |
| 6M | -13.8% | +8.4% | -22.2% | -13.6% |
| YTD | +2.6% | -1.9% | +4.5% | +2.6% |
| 1Y | +24.5% | +12.3% | +12.2% | +24.9% |
| 3Y | +125.8% | +132.3% | -6.5% | +130.8% |
| 5Y | +137.8% | +130.1% | +7.7% | +143.5% |
| 10Y | +221.4% | +134.4% | +87.0% | +231.3% |
| All | +816.6% | +422.4% | +394.2% | +905.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling