+2.8%
GLD vs WU
-18.0%
+20.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.4% | -1.8% | +3.5% |
| 7D | -0.3% | +8.2% | -8.5% | -0.4% |
| 30D | -1.9% | +8.0% | -9.9% | -2.1% |
| 3M | -0.4% | -6.6% | +6.2% | -0.5% |
| 6M | -10.2% | -23.3% | +13.1% | -11.0% |
| YTD | -6.0% | -22.4% | +16.4% | -6.4% |
| 1Y | +2.8% | -18.0% | +20.8% | +3.1% |
| All | +2.8% | -18.0% | +20.8% | +3.1% |
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