+231.1%
GM vs WPM
+558.4%
-327.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -2.4% | -0.6% | -1.9% | -2.4% |
| 30D | -1.1% | +14.4% | -15.5% | -2.1% |
| 3M | +6.1% | +37.0% | -30.9% | +3.6% |
| 6M | +15.0% | +4.1% | +10.8% | +14.0% |
| YTD | +6.0% | +31.7% | -25.7% | +3.5% |
| 1Y | +47.1% | +44.2% | +2.9% | +42.7% |
| 3Y | +170.5% | +265.5% | -95.0% | +142.6% |
| 5Y | +80.5% | +262.5% | -182.0% | +59.9% |
| All | +231.1% | +558.4% | -327.3% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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