+739.4%
GLD vs WFC
+390.3%
+349.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | +1.2% | +3.5% | +4.7% |
| 30D | -0.9% | +5.2% | -6.1% | -0.8% |
| 3M | -4.4% | -3.0% | -1.4% | -4.5% |
| 6M | -13.6% | +6.2% | -19.8% | -13.4% |
| YTD | -6.0% | -7.9% | +1.9% | -6.1% |
| 1Y | +1.8% | +0.3% | +1.5% | +1.8% |
| 3Y | +103.2% | +117.7% | -14.6% | +107.3% |
| 5Y | +119.3% | +88.4% | +31.0% | +123.5% |
| 10Y | +199.5% | +147.3% | +52.2% | +209.2% |
| All | +739.4% | +390.3% | +349.1% | +819.8% |
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