+124.5%
GLD vs WY
-23.0%
+147.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | +0.7% | -2.1% | +2.8% | +0.9% |
| 30D | +0.3% | -10.5% | +10.8% | +1.2% |
| 3M | +0.6% | -4.9% | +5.5% | +1.0% |
| 6M | -15.6% | -4.9% | -10.7% | -15.3% |
| YTD | +0.9% | -1.7% | +2.5% | +0.9% |
| 1Y | +19.4% | -9.4% | +28.8% | +20.2% |
| 3Y | +124.5% | -22.3% | +146.8% | +129.9% |
| All | +124.5% | -23.0% | +147.5% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling