+208.4%
GLD vs WPM
+556.6%
-348.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.1% | +2.4% | -1.0% |
| 7D | +2.8% | +16.4% | -13.5% | -2.3% |
| 30D | -4.0% | -1.5% | -2.5% | -3.8% |
| 3M | -8.2% | +2.6% | -10.8% | -9.5% |
| 6M | -14.8% | -1.3% | -13.5% | -15.5% |
| YTD | -6.8% | +16.8% | -23.6% | -12.2% |
| 1Y | -2.4% | +34.1% | -36.5% | -11.8% |
| 3Y | +105.8% | +225.1% | -119.4% | +44.1% |
| 5Y | +113.3% | +234.5% | -121.2% | +45.4% |
| 10Y | +208.4% | +674.1% | -465.7% | +68.6% |
| All | +208.4% | +556.6% | -348.2% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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