+208.4%
GLD vs WU
-35.7%
+244.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.8% | -2.7% |
| 7D | +2.8% | +11.0% | -8.2% | +2.8% |
| 30D | -4.0% | +13.4% | -17.4% | -4.0% |
| 3M | -8.2% | +2.2% | -10.5% | -8.3% |
| 6M | -14.8% | -18.2% | +3.4% | -14.9% |
| YTD | -6.8% | -18.3% | +11.5% | -6.9% |
| 1Y | -2.4% | -12.2% | +9.8% | -2.4% |
| 3Y | +105.8% | -20.8% | +126.6% | +105.6% |
| 5Y | +113.3% | -42.6% | +155.9% | +112.8% |
| 10Y | +208.4% | -35.5% | +243.9% | +211.2% |
| All | +208.4% | -35.7% | +244.1% | +211.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling