+51.2%
CG vs WPM
+225.6%
-174.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.6% | -0.5% |
| 7D | +2.0% | +16.4% | -14.4% | -0.9% |
| 30D | +8.5% | -1.5% | +10.0% | +8.6% |
| 3M | -12.1% | +2.6% | -14.7% | -13.0% |
| 6M | -16.4% | -1.3% | -15.1% | -17.2% |
| YTD | -28.0% | +16.8% | -44.7% | -31.8% |
| 1Y | -18.9% | +34.1% | -53.0% | -25.4% |
| 3Y | +51.2% | +225.1% | -173.9% | -0.5% |
| All | +51.2% | +225.6% | -174.3% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling