-54.5%
GTLB vs WPM
+293.1%
-347.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +2.8% |
| 7D | -4.1% | -3.6% | -0.5% | -3.4% |
| 30D | +12.3% | +12.5% | -0.2% | +9.4% |
| 3M | +65.9% | +40.6% | +25.3% | +54.0% |
| 6M | +104.0% | +0.5% | +103.4% | +101.5% |
| YTD | +26.0% | +29.0% | -3.0% | +14.7% |
| 1Y | -3.5% | +43.8% | -47.3% | -15.4% |
| 3Y | -9.6% | +266.3% | -275.9% | -45.6% |
| All | -54.5% | +293.1% | -347.6% | -70.1% |
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