+816.6%
GLD vs WM
+1,208.3%
-391.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 6M | -13.8% | -9.5% | -4.3% | -13.5% |
| YTD | +2.6% | +0.5% | +2.1% | +2.5% |
| 1Y | +24.5% | -1.1% | +25.6% | +24.4% |
| 3Y | +125.8% | +46.0% | +79.8% | +122.5% |
| 5Y | +137.8% | +51.8% | +86.0% | +134.0% |
| 10Y | +221.4% | +307.5% | -86.1% | +208.3% |
| All | +816.6% | +1,208.3% | -391.7% | +742.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling