+816.6%
GLD vs WY
+97.6%
+719.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.9% |
| 7D | -0.5% | -1.7% | +1.2% | -0.4% |
| 30D | +4.4% | -10.1% | +14.5% | +4.9% |
| 3M | -1.1% | -5.1% | +4.0% | -0.9% |
| 6M | -13.8% | -4.8% | -9.0% | -13.7% |
| YTD | +2.6% | -0.2% | +2.9% | +2.6% |
| 1Y | +24.5% | -6.6% | +31.1% | +24.7% |
| 3Y | +125.8% | -22.7% | +148.6% | +127.6% |
| 5Y | +137.8% | -22.2% | +160.0% | +138.8% |
| 10Y | +221.4% | +7.3% | +214.1% | +215.0% |
| All | +816.6% | +97.6% | +719.0% | +737.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling