+653.4%
WDC vs GLD
+205.3%
+448.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.9% | +8.0% | +9.1% |
| 7D | -14.4% | +4.9% | -19.4% | -16.2% |
| 30D | -27.1% | -1.3% | -25.7% | -26.7% |
| 3M | -33.3% | -4.8% | -28.5% | -32.2% |
| 6M | -39.6% | -12.5% | -27.1% | -36.5% |
| YTD | +68.4% | -4.2% | +72.6% | +74.0% |
| 1Y | +78.2% | +3.0% | +75.1% | +80.3% |
| 3Y | +772.0% | +109.1% | +662.9% | +630.1% |
| 5Y | +584.9% | +121.6% | +463.3% | +453.5% |
| 10Y | +653.4% | +212.2% | +441.2% | +511.9% |
| All | +653.4% | +205.3% | +448.1% | +511.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling