+218.2%
GLD vs WSM
+997.3%
-779.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.1% | +2.6% | -2.5% | +0.1% |
| 30D | +0.2% | -9.3% | +9.5% | +0.4% |
| 3M | +3.2% | +7.1% | -3.9% | +3.1% |
| 6M | -14.6% | +21.7% | -36.4% | -15.0% |
| YTD | +1.8% | +28.7% | -27.0% | +1.2% |
| 1Y | +20.7% | +13.9% | +6.9% | +20.3% |
| 3Y | +126.5% | +232.2% | -105.7% | +120.9% |
| 5Y | +140.0% | +176.4% | -36.3% | +134.0% |
| 10Y | +218.2% | +1,072.4% | -854.2% | +204.0% |
| All | +218.2% | +997.3% | -779.1% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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