+438.8%
GS vs WPM
+749.7%
-310.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +5.9% | -3.6% | +9.4% | +6.3% |
| 30D | +4.3% | +1.4% | +2.9% | +4.0% |
| 3M | -11.7% | -0.2% | -11.5% | -11.8% |
| 6M | -3.2% | -7.3% | +4.1% | -3.0% |
| YTD | +5.8% | +12.3% | -6.5% | +4.2% |
| 1Y | +16.0% | +24.9% | -8.9% | +13.4% |
| 3Y | +199.8% | +210.4% | -10.6% | +176.0% |
| 5Y | +155.5% | +210.4% | -54.8% | +132.7% |
| All | +438.8% | +749.7% | -310.9% | +419.9% |
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