+815.8%
WDC vs GLD
+97.8%
+718.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.9% |
| 7D | +16.3% | -5.5% | +21.8% | +20.1% |
| 30D | -18.3% | -7.0% | -11.2% | -14.9% |
| 3M | -31.4% | -12.4% | -19.1% | -26.5% |
| 6M | -36.3% | -18.0% | -18.3% | -29.1% |
| YTD | +80.8% | -10.5% | +91.3% | +97.2% |
| 1Y | +87.7% | -8.1% | +95.8% | +102.4% |
| All | +815.8% | +97.8% | +718.0% | +606.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling