+5.6%
GTLB vs WPM
+214.5%
-208.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.0% |
| 7D | -0.7% | -3.6% | +2.8% | -0.4% |
| 30D | -10.2% | +1.4% | -11.7% | -10.5% |
| 3M | +10.1% | -0.2% | +10.3% | +9.7% |
| 6M | +116.5% | -7.3% | +123.8% | +116.6% |
| YTD | +27.2% | +12.3% | +14.8% | +21.4% |
| 1Y | +8.6% | +24.9% | -16.3% | +1.4% |
| 3Y | +5.6% | +210.4% | -204.8% | -25.0% |
| All | +5.6% | +214.5% | -208.9% | -25.0% |
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