+139.3%
GS vs WPM
+246.3%
-106.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.9% |
| 7D | -3.2% | +16.9% | -20.1% | -6.2% |
| 30D | -2.4% | +2.0% | -4.4% | -3.0% |
| 3M | -15.7% | +8.9% | -24.7% | -17.4% |
| 6M | -6.8% | +1.6% | -8.3% | -8.0% |
| YTD | -0.1% | +16.5% | -16.6% | -4.2% |
| 1Y | +12.1% | +42.2% | -30.1% | +4.3% |
| 3Y | +185.8% | +213.3% | -27.5% | +129.0% |
| All | +139.3% | +246.3% | -106.9% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling