+259.2%
GLD vs WING
+405.9%
-146.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | -3.9% | +3.3% | -0.4% |
| 30D | +4.4% | -11.6% | +16.0% | +4.6% |
| 3M | -1.1% | -24.2% | +23.1% | -0.6% |
| 6M | -13.8% | -54.1% | +40.3% | -12.5% |
| YTD | +2.6% | -53.9% | +56.5% | +4.1% |
| 1Y | +24.5% | -64.4% | +88.9% | +26.8% |
| 3Y | +125.8% | -30.2% | +156.0% | +124.7% |
| 5Y | +137.8% | -34.1% | +171.9% | +135.7% |
| 10Y | +221.4% | +342.1% | -120.8% | +218.8% |
| All | +259.2% | +405.9% | -146.6% | +258.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling