+103.4%
GLD vs WING
-2.2%
+105.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -2.7% |
| 7D | -5.5% | -3.9% | -1.6% | -5.4% |
| 30D | -7.0% | +26.6% | -33.7% | -7.4% |
| 3M | -12.4% | +42.5% | -54.9% | -12.9% |
| 6M | -18.0% | +29.4% | -47.4% | -18.4% |
| YTD | -10.5% | -32.8% | +22.3% | -10.1% |
| 1Y | -8.1% | -33.5% | +25.4% | -7.7% |
| 3Y | +97.7% | -23.4% | +121.1% | +96.6% |
| 5Y | +103.4% | -0.4% | +103.9% | +98.8% |
| All | +103.4% | -2.2% | +105.6% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling