+42.5%
GS vs WPM
+46.9%
-4.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +3.4% | +7.0% | -3.6% | +1.7% |
| 30D | +0.2% | +15.7% | -15.5% | -3.4% |
| 3M | -0.3% | +35.2% | -35.5% | -8.2% |
| 6M | +27.4% | +6.1% | +21.3% | +22.8% |
| YTD | +19.6% | +32.6% | -12.9% | +8.7% |
| 1Y | +42.5% | +46.9% | -4.4% | +26.4% |
| All | +42.5% | +46.9% | -4.4% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling