+606.9%
GEV vs WPM
+245.1%
+361.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -1.7% |
| 7D | -1.9% | -3.6% | +1.7% | -0.8% |
| 30D | -8.7% | +12.5% | -21.2% | -12.5% |
| 3M | +6.6% | +40.6% | -34.0% | -5.9% |
| 6M | +10.2% | +0.5% | +9.7% | +8.0% |
| YTD | +41.6% | +29.0% | +12.6% | +26.1% |
| 1Y | +43.9% | +43.8% | +0.1% | +22.1% |
| All | +606.9% | +245.1% | +361.8% | +295.0% |
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 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