+417.4%
WDC vs GLD
+24.4%
+393.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.5% |
| 7D | +1.7% | -0.5% | +2.3% | +2.0% |
| 30D | -10.0% | +4.4% | -14.4% | -13.7% |
| 3M | -18.8% | -1.1% | -17.7% | -18.6% |
| 6M | +79.0% | -13.8% | +92.8% | +96.4% |
| YTD | +171.6% | +2.6% | +168.9% | +178.5% |
| 1Y | +417.4% | +24.5% | +392.9% | +308.2% |
| All | +417.4% | +24.4% | +393.0% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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