+103.2%
GLD vs WU
-21.7%
+124.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | +4.7% | +11.7% | -7.0% | +4.6% |
| 30D | -0.9% | +12.6% | -13.5% | -1.0% |
| 3M | -4.4% | -0.5% | -3.9% | -4.5% |
| 6M | -13.6% | -18.2% | +4.6% | -13.9% |
| YTD | -6.0% | -19.0% | +13.0% | -6.4% |
| 1Y | +1.8% | -16.7% | +18.4% | +1.5% |
| 3Y | +103.2% | -21.0% | +124.2% | +100.6% |
| All | +103.2% | -21.7% | +124.9% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling