+816.6%
GLD vs WTW
+452.5%
+364.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.8% |
| 7D | -0.5% | -2.6% | +2.1% | -0.5% |
| 30D | +4.4% | -1.0% | +5.4% | +4.4% |
| 3M | -1.1% | +29.9% | -31.0% | -1.5% |
| 6M | -13.8% | +10.7% | -24.5% | -13.9% |
| YTD | +2.6% | +2.6% | +0.1% | +2.6% |
| 1Y | +24.5% | +2.8% | +21.8% | +24.5% |
| 3Y | +125.8% | +67.3% | +58.6% | +123.3% |
| 5Y | +137.8% | +56.6% | +81.2% | +135.2% |
| 10Y | +221.4% | +204.1% | +17.3% | +215.5% |
| All | +816.6% | +452.5% | +364.1% | +752.7% |
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