-28.4%
WDC vs GLD
-9.5%
-18.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.1% | +9.5% | +8.3% |
| 7D | -3.2% | -2.0% | -1.3% | -3.2% |
| 30D | -19.0% | -4.4% | -14.6% | -18.2% |
| 3M | -28.4% | -8.9% | -19.5% | -28.3% |
| All | -28.4% | -9.5% | -18.9% | -28.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling