+205.0%
GLD vs WING
+679.4%
-474.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | +4.7% | +9.0% | -4.3% | +4.5% |
| 30D | -0.9% | +39.9% | -40.8% | -1.8% |
| 3M | -4.4% | +40.4% | -44.8% | -5.4% |
| 6M | -13.6% | +12.9% | -26.4% | -14.0% |
| YTD | -6.0% | -31.1% | +25.1% | -5.5% |
| 1Y | +1.8% | -32.7% | +34.5% | +2.4% |
| 3Y | +103.2% | -19.8% | +123.0% | +101.1% |
| 5Y | +119.3% | +4.0% | +115.4% | +113.8% |
| All | +205.0% | +679.4% | -474.4% | +189.9% |
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