+0.6%
GLDM vs WSM
+34.5%
-33.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.4% |
| 7D | +5.0% | +0.9% | +4.1% | +4.8% |
| 30D | -1.3% | +8.6% | -9.9% | -2.4% |
| 3M | -4.7% | +4.2% | -8.9% | -5.4% |
| 6M | -12.4% | +44.6% | -57.0% | -16.2% |
| YTD | -4.1% | +48.5% | -52.6% | -9.4% |
| All | +0.6% | +34.5% | -33.9% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling