+206.1%
GLD vs WSM
+1,131.4%
-925.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -5.5% | +5.1% | -10.6% | -5.6% |
| 3M | -10.9% | +5.1% | -16.0% | -11.0% |
| 6M | -17.4% | +48.6% | -66.0% | -18.1% |
| YTD | -10.3% | +44.2% | -54.5% | -11.0% |
| 1Y | -7.2% | +38.1% | -45.3% | -7.9% |
| 3Y | +96.9% | +257.2% | -160.3% | +91.5% |
| 5Y | +103.8% | +165.1% | -61.3% | +98.5% |
| All | +206.1% | +1,131.4% | -925.2% | +188.8% |
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