-15.9%
CG vs WPM
+233.8%
-249.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.6% | -0.3% |
| 7D | +2.0% | +16.4% | -14.4% | -1.5% |
| 30D | +8.5% | -1.5% | +10.0% | +8.6% |
| 3M | -12.1% | +2.6% | -14.7% | -13.3% |
| 6M | -16.4% | -1.3% | -15.1% | -17.3% |
| YTD | -28.0% | +16.8% | -44.7% | -32.7% |
| 1Y | -18.9% | +34.1% | -53.0% | -26.8% |
| 3Y | +51.2% | +225.1% | -173.9% | +1.1% |
| 5Y | -15.9% | +234.5% | -250.4% | -43.3% |
| All | -15.9% | +233.8% | -249.7% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling