+142.5%
GLD vs WMB
+275.1%
-132.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +4.4% | +3.3% | +1.1% | +3.9% |
| 3M | -1.1% | +3.1% | -4.2% | -1.6% |
| 6M | -13.8% | -0.7% | -13.1% | -13.9% |
| YTD | +2.6% | +25.2% | -22.5% | -0.4% |
| 1Y | +24.5% | +32.9% | -8.3% | +19.8% |
| 3Y | +125.8% | +140.6% | -14.7% | +100.7% |
| All | +142.5% | +275.1% | -132.6% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling