+478.5%
GS vs WPM
+553.6%
-75.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -0.9% | +4.1% |
| 7D | +0.8% | +20.8% | -20.0% | -1.0% |
| 30D | +1.2% | +3.8% | -2.6% | +0.7% |
| 3M | -12.4% | +7.4% | -19.8% | -13.1% |
| 6M | -2.3% | +4.0% | -6.3% | -3.2% |
| YTD | +4.6% | +23.0% | -18.4% | +2.3% |
| 1Y | +17.5% | +45.9% | -28.4% | +13.9% |
| 3Y | +202.0% | +242.9% | -40.9% | +179.4% |
| 5Y | +152.4% | +259.5% | -107.2% | +131.3% |
| 10Y | +478.5% | +577.7% | -99.2% | +452.9% |
| All | +478.5% | +553.6% | -75.0% | +452.9% |
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