+24.5%
GLD vs WU
-8.3%
+32.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.9% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +4.4% | -1.1% | +5.5% | +4.4% |
| 3M | -1.1% | -3.9% | +2.8% | -1.0% |
| 6M | -13.8% | -20.7% | +6.9% | -14.6% |
| YTD | +2.6% | -18.4% | +21.0% | +1.9% |
| 1Y | +24.5% | -8.1% | +32.6% | +25.6% |
| All | +24.5% | -8.3% | +32.8% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling