+212.2%
GLD vs WMB
+267.9%
-55.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.7% |
| 7D | +4.9% | -6.7% | +11.6% | +5.2% |
| 30D | -1.3% | -8.6% | +7.2% | -1.0% |
| 3M | -4.8% | -4.9% | +0.2% | -4.7% |
| 6M | -12.5% | -6.3% | -6.2% | -12.4% |
| YTD | -4.2% | +13.0% | -17.2% | -5.0% |
| 1Y | +3.0% | +14.9% | -11.9% | +2.2% |
| 3Y | +109.1% | +113.4% | -4.3% | +102.3% |
| 5Y | +121.6% | +190.2% | -68.6% | +112.9% |
| 10Y | +212.2% | +259.9% | -47.6% | +197.1% |
| All | +212.2% | +267.9% | -55.7% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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