+212.2%
GLD vs WM
+337.2%
-125.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.9% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | -1.3% | +13.3% | -14.6% | -1.8% |
| 3M | -4.8% | +4.4% | -9.1% | -4.9% |
| 6M | -12.5% | +10.8% | -23.3% | -13.0% |
| YTD | -4.2% | +9.1% | -13.3% | -4.7% |
| 1Y | +3.0% | +19.1% | -16.1% | +2.0% |
| 3Y | +109.1% | +45.7% | +63.5% | +104.9% |
| 5Y | +121.6% | +60.4% | +61.1% | +116.2% |
| 10Y | +212.2% | +328.7% | -116.5% | +212.9% |
| All | +212.2% | +337.2% | -125.0% | +212.9% |
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