-7.3%
GLD vs WY
-5.2%
-2.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.7% |
| 7D | -5.5% | -5.4% | -0.1% | -4.7% |
| 30D | -7.0% | +7.9% | -14.9% | -7.9% |
| 3M | -12.4% | -16.6% | +4.3% | -10.0% |
| 6M | -18.0% | -11.2% | -6.8% | -17.0% |
| YTD | -10.5% | -11.3% | +0.9% | -9.6% |
| All | -7.3% | -5.2% | -2.1% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling