+1,221.5%
WDC vs GLD
+215.8%
+1,005.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.2% |
| 7D | +1.7% | -0.5% | +2.3% | +1.9% |
| 30D | -10.0% | +4.4% | -14.4% | -11.9% |
| 3M | -18.8% | -1.1% | -17.7% | -18.6% |
| 6M | +79.0% | -13.8% | +92.8% | +88.3% |
| YTD | +171.6% | +2.6% | +168.9% | +172.8% |
| 1Y | +417.4% | +24.5% | +392.9% | +393.1% |
| 3Y | +1,251.8% | +125.8% | +1,125.9% | +1,007.6% |
| 5Y | +911.7% | +137.8% | +773.9% | +702.5% |
| All | +1,221.5% | +215.8% | +1,005.7% | +922.6% |
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