+167.9%
WMT vs GLD
+122.3%
+45.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -1.6% | +4.9% | -6.5% | -1.9% |
| 30D | +12.9% | -1.3% | +14.2% | +12.9% |
| 3M | +12.6% | -4.8% | +17.4% | +12.9% |
| 6M | -3.4% | -12.5% | +9.1% | -2.4% |
| YTD | +13.5% | -4.2% | +17.7% | +12.7% |
| 1Y | +23.5% | +3.0% | +20.5% | +21.5% |
| 3Y | +137.3% | +109.1% | +28.2% | +110.7% |
| 5Y | +167.9% | +121.6% | +46.3% | +128.7% |
| All | +167.9% | +122.3% | +45.6% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling