+207.4%
GLD vs WM
+348.7%
-141.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.8% |
| 7D | +1.9% | +4.5% | -2.6% | +1.7% |
| 30D | -1.8% | +16.1% | -17.8% | -2.3% |
| 3M | -3.6% | +8.0% | -11.7% | -3.9% |
| 6M | -10.2% | +8.4% | -18.6% | -10.6% |
| YTD | -5.3% | +11.2% | -16.5% | -5.8% |
| 1Y | +2.5% | +22.3% | -19.9% | +1.3% |
| 3Y | +103.2% | +50.2% | +53.0% | +98.9% |
| 5Y | +121.1% | +63.3% | +57.8% | +115.6% |
| All | +207.4% | +348.7% | -141.3% | +207.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling