+2.8%
GLD vs WM
+21.9%
-19.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.9% |
| 7D | -0.3% | +5.9% | -6.2% | +0.6% |
| 30D | -1.9% | +15.4% | -17.3% | +0.3% |
| 3M | -0.4% | +6.3% | -6.8% | +0.5% |
| 6M | -10.2% | +5.6% | -15.8% | -8.9% |
| YTD | -6.0% | +9.9% | -15.9% | -5.5% |
| 1Y | +2.8% | +20.8% | -18.0% | +6.0% |
| All | +2.8% | +21.9% | -19.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling