+312.1%
CG vs WPM
+545.0%
-232.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.9% |
| 7D | -9.8% | -3.6% | -6.2% | -9.3% |
| 30D | -10.3% | +12.5% | -22.8% | -11.9% |
| 3M | -1.7% | +40.6% | -42.3% | -6.4% |
| 6M | -9.8% | +0.5% | -10.4% | -10.6% |
| YTD | -25.6% | +29.0% | -54.6% | -29.0% |
| 1Y | -32.5% | +43.8% | -76.3% | -36.6% |
| 3Y | +45.6% | +266.3% | -220.6% | +19.8% |
| 5Y | +3.7% | +255.1% | -251.5% | -15.8% |
| All | +312.1% | +545.0% | -232.8% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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