+105.0%
GLDM vs WSM
+245.0%
-140.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | +4.7% | +0.5% | +4.1% | +4.6% |
| 30D | -0.9% | +6.0% | -6.8% | -1.1% |
| 3M | -4.3% | +3.2% | -7.5% | -4.5% |
| 6M | -13.4% | +37.1% | -50.5% | -14.4% |
| YTD | -5.8% | +44.2% | -50.0% | -7.1% |
| 1Y | +2.1% | +34.2% | -32.2% | +0.8% |
| 3Y | +105.0% | +249.3% | -144.2% | +83.4% |
| All | +105.0% | +245.0% | -140.0% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling