+722.8%
GLD vs WY
+77.2%
+645.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.0% | -5.1% | +3.1% | -1.7% |
| 30D | -4.4% | +9.0% | -13.5% | -4.8% |
| 3M | -8.9% | -16.7% | +7.8% | -8.2% |
| 6M | -16.0% | -10.3% | -5.7% | -15.6% |
| YTD | -7.9% | -10.5% | +2.7% | -7.5% |
| 1Y | -3.9% | -5.9% | +2.0% | -3.7% |
| 3Y | +103.4% | -24.7% | +128.1% | +105.3% |
| 5Y | +109.7% | -31.5% | +141.2% | +111.8% |
| 10Y | +211.8% | +4.7% | +207.1% | +206.1% |
| All | +722.8% | +77.2% | +645.6% | +655.4% |
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