+216.8%
GLDM vs WSM
+905.9%
-689.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +2.9% | +3.1% | -0.2% | +2.8% |
| 30D | -3.9% | +8.5% | -12.4% | -4.1% |
| 3M | -8.1% | +4.6% | -12.7% | -8.3% |
| 6M | -14.7% | +44.5% | -59.2% | -15.4% |
| YTD | -6.6% | +48.4% | -55.0% | -7.5% |
| 1Y | -2.1% | +36.2% | -38.2% | -2.8% |
| 3Y | +107.7% | +268.8% | -161.1% | +101.4% |
| 5Y | +116.5% | +185.2% | -68.8% | +110.2% |
| All | +216.8% | +905.9% | -689.1% | +194.8% |
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