+213.1%
GLD vs WTW
+197.9%
+15.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.7% |
| 7D | -3.4% | -7.8% | +4.4% | -3.2% |
| 30D | -1.1% | -7.9% | +6.7% | -0.9% |
| 3M | +5.8% | +19.9% | -14.1% | +5.3% |
| 6M | -17.1% | +9.8% | -26.9% | -17.3% |
| YTD | 0.0% | -3.3% | +3.4% | +0.2% |
| 1Y | +18.2% | -3.3% | +21.5% | +18.4% |
| 3Y | +122.6% | +61.5% | +61.0% | +116.9% |
| 5Y | +137.1% | +42.6% | +94.5% | +131.9% |
| All | +213.1% | +197.9% | +15.2% | +205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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