+129.7%
WMT vs GLD
+137.9%
-8.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | -5.0% | +0.3% | -5.3% | -5.0% |
| 3M | -11.3% | +0.6% | -11.9% | -11.3% |
| 6M | -13.8% | -15.6% | +1.8% | -12.6% |
| YTD | -4.2% | +0.9% | -5.1% | -5.0% |
| 1Y | +4.6% | +19.4% | -14.8% | +1.3% |
| 3Y | +100.5% | +124.5% | -24.0% | +78.7% |
| 5Y | +129.7% | +138.9% | -9.3% | +99.9% |
| All | +129.7% | +137.9% | -8.2% | +99.9% |
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