-2.4%
GLD vs WMB
+16.3%
-18.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.7% |
| 7D | +2.8% | -6.9% | +9.7% | +2.7% |
| 30D | -4.0% | -7.2% | +3.2% | -4.0% |
| 3M | -8.2% | -5.4% | -2.8% | -8.5% |
| 6M | -14.8% | -4.9% | -10.0% | -15.7% |
| YTD | -6.8% | +14.7% | -21.5% | -10.7% |
| 1Y | -2.4% | +14.7% | -17.1% | -6.7% |
| All | -2.4% | +16.3% | -18.7% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling