+433.7%
WMT vs GLD
+217.0%
+216.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -0.2% | +0.1% | -0.4% | -0.3% |
| 30D | -5.8% | +0.2% | -6.0% | -5.9% |
| 3M | -10.8% | +3.2% | -14.0% | -11.1% |
| 6M | -14.3% | -14.6% | +0.3% | -13.0% |
| YTD | -4.4% | +1.8% | -6.2% | -5.3% |
| 1Y | +4.3% | +20.7% | -16.4% | +0.9% |
| 3Y | +100.1% | +126.5% | -26.4% | +77.0% |
| 5Y | +130.8% | +140.0% | -9.2% | +101.3% |
| 10Y | +433.7% | +218.2% | +215.5% | +366.7% |
| All | +433.7% | +217.0% | +216.7% | +366.7% |
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 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