+212.2%
GLD vs WING
+742.9%
-530.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.4% | -6.5% | +1.6% |
| 7D | +4.9% | +8.6% | -3.6% | +4.7% |
| 30D | -1.3% | +44.8% | -46.1% | -2.4% |
| 3M | -4.8% | +51.9% | -56.7% | -6.0% |
| 6M | -12.5% | +37.2% | -49.7% | -13.4% |
| YTD | -4.2% | -25.3% | +21.1% | -3.9% |
| 1Y | +3.0% | -25.1% | +28.1% | +3.4% |
| 3Y | +109.1% | -12.9% | +122.0% | +106.5% |
| 5Y | +121.6% | +12.0% | +109.6% | +115.5% |
| 10Y | +212.2% | +716.5% | -504.3% | +194.9% |
| All | +212.2% | +742.9% | -530.7% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling