+126.1%
GLD vs WTW
+60.9%
+65.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +0.8% |
| 7D | +0.1% | -7.1% | +7.3% | -0.1% |
| 30D | +0.2% | -8.5% | +8.7% | -0.1% |
| 3M | +3.2% | +20.6% | -17.3% | +4.2% |
| 6M | -14.6% | +7.2% | -21.8% | -14.0% |
| YTD | +1.8% | -3.9% | +5.6% | +2.7% |
| 1Y | +20.7% | -3.6% | +24.3% | +21.7% |
| All | +126.1% | +60.9% | +65.2% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling