+206.1%
GLD vs WU
-38.9%
+245.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -4.6% | -2.0% | -2.5% | -4.6% |
| 30D | -5.5% | +11.4% | -16.9% | -5.5% |
| 3M | -10.9% | -6.8% | -4.1% | -10.9% |
| 6M | -17.4% | -14.6% | -2.8% | -17.5% |
| YTD | -10.3% | -20.6% | +10.3% | -10.3% |
| 1Y | -7.2% | -15.4% | +8.2% | -7.2% |
| 3Y | +96.9% | -23.6% | +120.5% | +96.8% |
| 5Y | +103.8% | -43.4% | +147.1% | +103.4% |
| All | +206.1% | -38.9% | +245.0% | +207.9% |
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