+206.1%
GLD vs WY
+5.0%
+201.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | +0.1% |
| 7D | -4.6% | -0.8% | -3.8% | -4.5% |
| 30D | -5.5% | +10.1% | -15.6% | -5.9% |
| 3M | -10.9% | -15.4% | +4.5% | -10.2% |
| 6M | -17.4% | -8.3% | -9.1% | -17.1% |
| YTD | -10.3% | -9.8% | -0.5% | -9.9% |
| 1Y | -7.2% | -3.9% | -3.3% | -7.1% |
| 3Y | +96.9% | -23.3% | +120.2% | +98.8% |
| 5Y | +103.8% | -31.2% | +135.0% | +105.9% |
| All | +206.1% | +5.0% | +201.1% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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