+121.1%
GLD vs WM
+62.1%
+59.0%
-28.3%
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% | +0.7% |
| 7D | +1.9% | +4.5% | -2.6% | +1.7% |
| 30D | -1.8% | +16.1% | -17.8% | -2.6% |
| 3M | -3.6% | +8.0% | -11.7% | -4.1% |
| 6M | -10.2% | +8.4% | -18.6% | -10.8% |
| YTD | -5.3% | +11.2% | -16.5% | -6.2% |
| 1Y | +2.5% | +22.3% | -19.9% | +0.4% |
| 3Y | +103.2% | +50.2% | +53.0% | +94.3% |
| 5Y | +121.1% | +63.3% | +57.8% | +112.7% |
| All | +121.1% | +62.1% | +59.0% | +112.7% |
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