+104.6%
GLD vs WM
+44.7%
+59.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | +2.8% | +1.2% | +1.7% | +2.8% |
| 30D | -4.0% | +13.7% | -17.6% | -4.1% |
| 3M | -8.2% | +5.2% | -13.5% | -8.3% |
| 6M | -14.8% | +11.2% | -26.0% | -15.4% |
| YTD | -6.8% | +9.4% | -16.2% | -7.3% |
| 1Y | -2.4% | +20.4% | -22.8% | -3.9% |
| All | +104.6% | +44.7% | +59.9% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling