+204.7%
GLDM vs WSM
+877.1%
-672.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | +0.1% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -5.5% | +5.1% | -10.5% | -5.6% |
| 3M | -10.9% | +5.1% | -16.0% | -11.0% |
| 6M | -17.3% | +48.6% | -65.9% | -18.1% |
| YTD | -10.2% | +44.2% | -54.3% | -10.9% |
| 1Y | -6.9% | +38.1% | -45.0% | -7.7% |
| 3Y | +98.7% | +257.2% | -158.6% | +92.8% |
| 5Y | +106.7% | +165.1% | -58.4% | +101.1% |
| All | +204.7% | +877.1% | -672.4% | +183.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling