+699.7%
GLD vs WTW
+444.5%
+255.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.8% |
| 7D | -5.5% | -2.3% | -3.2% | -5.5% |
| 30D | -7.0% | +10.7% | -17.7% | -7.2% |
| 3M | -12.4% | -3.1% | -9.3% | -12.3% |
| 6M | -18.0% | +31.7% | -49.7% | -18.4% |
| YTD | -10.5% | +1.1% | -11.5% | -10.5% |
| 1Y | -8.1% | +4.1% | -12.1% | -8.1% |
| 3Y | +97.7% | +42.1% | +55.6% | +96.1% |
| 5Y | +103.4% | +52.2% | +51.2% | +101.3% |
| 10Y | +203.1% | +210.9% | -7.9% | +197.4% |
| All | +699.7% | +444.5% | +255.2% | +644.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling