+142.5%
GLD vs WM
+52.1%
+90.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +4.4% | -2.4% | +6.8% | +4.5% |
| 3M | -1.1% | +0.4% | -1.5% | -1.4% |
| 6M | -13.8% | -9.5% | -4.3% | -13.1% |
| YTD | +2.6% | +0.5% | +2.1% | +2.2% |
| 1Y | +24.5% | -1.1% | +25.6% | +24.2% |
| 3Y | +125.8% | +46.0% | +79.8% | +115.9% |
| All | +142.5% | +52.1% | +90.4% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling