+412.6%
WDC vs GLD
+19.8%
+392.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.9% | +3.4% |
| 7D | +6.0% | +0.7% | +5.2% | +5.2% |
| 30D | +9.9% | +0.3% | +9.6% | +8.8% |
| 3M | -9.4% | +0.6% | -10.0% | -10.6% |
| 6M | +94.7% | -15.6% | +110.3% | +116.9% |
| YTD | +177.4% | +0.9% | +176.5% | +188.0% |
| 1Y | +412.6% | +19.4% | +393.2% | +355.7% |
| All | +412.6% | +19.8% | +392.8% | +355.7% |
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