+170.5%
GM vs WPM
+267.3%
-96.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.7% |
| 6M | +15.0% | +4.1% | +10.8% | +13.1% |
| YTD | +6.0% | +31.7% | -25.7% | +4.6% |
| 1Y | +47.1% | +44.2% | +2.9% | +45.3% |
| 3Y | +170.5% | +265.5% | -95.0% | +138.2% |
| All | +170.5% | +267.3% | -96.8% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling