+816.6%
GLD vs WSM
+1,814.0%
-997.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -0.5% | -3.3% | +2.7% | -0.5% |
| 30D | +4.4% | -8.4% | +12.8% | +4.5% |
| 3M | -1.1% | +9.7% | -10.7% | -1.2% |
| 6M | -13.8% | +16.7% | -30.5% | -13.9% |
| YTD | +2.6% | +28.7% | -26.0% | +2.4% |
| 1Y | +24.5% | +13.7% | +10.9% | +24.3% |
| 3Y | +125.8% | +230.1% | -104.2% | +124.0% |
| 5Y | +137.8% | +179.0% | -41.2% | +135.7% |
| 10Y | +221.4% | +1,002.5% | -781.2% | +218.3% |
| All | +816.6% | +1,814.0% | -997.5% | +776.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling