+205.0%
GLD vs WMB
+267.1%
-62.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.7% | -13.8% | +18.5% | +5.3% |
| 30D | -0.9% | -10.3% | +9.4% | -0.5% |
| 3M | -4.4% | -10.1% | +5.7% | -4.1% |
| 6M | -13.6% | -11.8% | -1.7% | -13.2% |
| YTD | -6.0% | +8.9% | -15.0% | -6.6% |
| 1Y | +1.8% | +14.0% | -12.2% | +0.9% |
| 3Y | +103.2% | +100.5% | +2.6% | +97.1% |
| 5Y | +119.3% | +179.5% | -60.2% | +111.1% |
| All | +205.0% | +267.1% | -62.1% | +190.4% |
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