+185.8%
GS vs WPM
+212.7%
-27.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.0% |
| 7D | -3.2% | +16.9% | -20.1% | -6.4% |
| 30D | -2.4% | +2.0% | -4.4% | -3.0% |
| 3M | -15.7% | +8.9% | -24.7% | -17.5% |
| 6M | -6.8% | +1.6% | -8.3% | -8.1% |
| YTD | -0.1% | +16.5% | -16.6% | -4.2% |
| 1Y | +12.1% | +42.2% | -30.1% | +4.7% |
| 3Y | +185.8% | +213.3% | -27.5% | +130.9% |
| All | +185.8% | +212.7% | -27.0% | +130.9% |
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 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