+4,643.1%
WDC vs GLD
+738.4%
+3,904.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -28.0% | +4.7% | -32.7% | -28.7% |
| 30D | -34.9% | -0.9% | -34.0% | -34.8% |
| 3M | -41.6% | -4.4% | -37.2% | -41.2% |
| 6M | -45.4% | -13.6% | -31.8% | -43.9% |
| YTD | +53.3% | -6.0% | +59.3% | +56.3% |
| 1Y | +61.5% | +1.8% | +59.8% | +63.0% |
| 3Y | +712.3% | +103.2% | +609.2% | +655.5% |
| 5Y | +524.2% | +119.3% | +404.9% | +473.4% |
| 10Y | +616.5% | +199.5% | +417.0% | +542.5% |
| All | +4,643.1% | +738.4% | +3,904.6% | +3,191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling