+128.5%
GLD vs WSM
+238.8%
-110.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -0.5% | -3.3% | +2.7% | -0.4% |
| 30D | +4.4% | -8.4% | +12.8% | +4.7% |
| 3M | -1.1% | +9.7% | -10.7% | -1.4% |
| 6M | -13.8% | +16.7% | -30.5% | -14.3% |
| YTD | +2.6% | +28.7% | -26.0% | +1.7% |
| 1Y | +24.5% | +13.7% | +10.9% | +23.7% |
| All | +128.5% | +238.8% | -110.3% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling