-2.4%
GLD vs WSM
+34.5%
-36.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.7% |
| 7D | +2.8% | +3.1% | -0.3% | +2.3% |
| 30D | -4.0% | +8.5% | -12.5% | -5.1% |
| 3M | -8.2% | +4.6% | -12.8% | -9.0% |
| 6M | -14.8% | +44.5% | -59.4% | -18.7% |
| YTD | -6.8% | +48.4% | -55.2% | -12.1% |
| 1Y | -2.4% | +36.2% | -38.6% | -7.4% |
| All | -2.4% | +34.5% | -36.9% | -7.4% |
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