+215.4%
GLD vs WY
+3.0%
+212.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.6% |
| 7D | +2.8% | +0.2% | +2.6% | +2.8% |
| 30D | -4.0% | +8.0% | -12.0% | -4.4% |
| 3M | -8.2% | -17.7% | +9.4% | -7.4% |
| 6M | -14.8% | -10.8% | -4.1% | -14.4% |
| YTD | -6.8% | -10.6% | +3.8% | -6.4% |
| 1Y | -2.4% | -5.7% | +3.3% | -2.2% |
| 3Y | +105.8% | -24.8% | +130.5% | +107.9% |
| 5Y | +113.3% | -31.7% | +145.0% | +115.7% |
| All | +215.4% | +3.0% | +212.4% | +211.3% |
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