+222.0%
GLDM vs WSM
+894.6%
-672.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.1% | +1.0% |
| 7D | +1.9% | -0.5% | +2.4% | +1.9% |
| 30D | -1.7% | +7.1% | -8.8% | -1.9% |
| 3M | -3.5% | +4.5% | -8.0% | -3.7% |
| 6M | -10.1% | +44.4% | -54.4% | -10.8% |
| YTD | -5.0% | +46.8% | -51.8% | -5.9% |
| 1Y | +2.8% | +31.7% | -29.0% | +2.0% |
| 3Y | +105.1% | +250.6% | -145.4% | +99.1% |
| 5Y | +124.3% | +174.1% | -49.8% | +118.0% |
| All | +222.0% | +894.6% | -672.6% | +199.8% |
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 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