+699.7%
GLD vs WMB
+1,343.0%
-643.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | -5.5% | +8.1% | -13.6% | -5.8% |
| 30D | -7.0% | -6.9% | -0.1% | -6.8% |
| 3M | -12.4% | -5.1% | -7.3% | -12.2% |
| 6M | -18.0% | -5.7% | -12.3% | -17.9% |
| YTD | -10.5% | +18.1% | -28.5% | -11.3% |
| 1Y | -8.1% | +18.4% | -26.5% | -9.0% |
| 3Y | +97.7% | +122.7% | -25.0% | +89.6% |
| 5Y | +103.4% | +202.0% | -98.6% | +92.1% |
| 10Y | +203.1% | +283.8% | -80.7% | +180.0% |
| All | +699.7% | +1,343.0% | -643.3% | +488.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling