+20.7%
GLD vs WSM
+14.1%
+6.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.1% |
| 3M | +3.2% | +7.1% | -3.9% | +2.4% |
| 6M | -14.6% | +21.7% | -36.4% | -16.3% |
| YTD | +1.8% | +28.7% | -27.0% | -0.7% |
| 1Y | +20.7% | +13.9% | +6.9% | +16.7% |
| All | +20.7% | +14.1% | +6.6% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling