+525.4%
WPM vs GFI
+1,066.8%
-541.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.3% | +2.7% |
| 7D | -0.6% | -4.9% | +4.3% | +1.8% |
| 30D | +14.4% | +10.7% | +3.7% | +9.3% |
| 3M | +37.0% | +25.6% | +11.4% | +22.9% |
| 6M | +4.1% | -8.3% | +12.4% | +8.1% |
| YTD | +31.7% | +6.3% | +25.4% | +28.3% |
| 1Y | +44.2% | +22.1% | +22.1% | +31.1% |
| 3Y | +265.5% | +289.2% | -23.7% | +88.8% |
| 5Y | +262.5% | +531.7% | -269.2% | +40.6% |
| All | +525.4% | +1,066.8% | -541.4% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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