+138.9%
GLD vs WSM
+189.5%
-50.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +0.7% | +2.6% | -1.8% | +0.7% |
| 30D | +0.3% | -9.5% | +9.8% | +0.6% |
| 3M | +0.6% | +12.9% | -12.3% | +0.3% |
| 6M | -15.6% | +23.0% | -38.6% | -16.0% |
| YTD | +0.9% | +28.9% | -28.1% | +0.2% |
| 1Y | +19.4% | +13.7% | +5.7% | +18.9% |
| 3Y | +124.5% | +232.6% | -108.2% | +118.9% |
| 5Y | +138.9% | +185.9% | -46.9% | +133.0% |
| All | +138.9% | +189.5% | -50.5% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling