+755.2%
GLD vs WY
+81.4%
+673.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | -1.3% | +10.6% | -11.9% | -1.8% |
| 3M | -4.8% | -16.6% | +11.9% | -4.0% |
| 6M | -12.5% | -8.6% | -3.9% | -12.2% |
| YTD | -4.2% | -8.4% | +4.2% | -4.0% |
| 1Y | +3.0% | -5.1% | +8.2% | +3.2% |
| 3Y | +109.1% | -21.9% | +131.0% | +110.7% |
| 5Y | +121.6% | -31.3% | +152.9% | +123.7% |
| 10Y | +212.2% | +3.6% | +208.6% | +206.5% |
| All | +755.2% | +81.4% | +673.8% | +684.2% |
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