+204.3%
GLDM vs WAB
+218.2%
-14.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.8% |
| 7D | -5.5% | +7.9% | -13.4% | -5.7% |
| 30D | -7.0% | +4.9% | -11.9% | -7.2% |
| 3M | -12.3% | +1.8% | -14.1% | -12.4% |
| 6M | -17.9% | +12.0% | -29.9% | -18.3% |
| YTD | -10.3% | +41.3% | -51.5% | -11.1% |
| 1Y | -7.8% | +43.8% | -51.6% | -8.6% |
| 3Y | +99.5% | +171.1% | -71.6% | +96.3% |
| 5Y | +106.5% | +217.7% | -111.3% | +102.8% |
| All | +204.3% | +218.2% | -14.0% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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