-3.6%
GLDM vs WAB
+46.1%
-49.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -2.0% | +3.1% | -5.1% | -2.8% |
| 30D | -4.4% | +6.4% | -10.9% | -6.1% |
| 3M | -8.8% | +2.2% | -11.0% | -9.5% |
| 6M | -15.9% | +13.7% | -29.6% | -19.6% |
| YTD | -7.7% | +43.0% | -50.7% | -17.6% |
| 1Y | -3.6% | +47.0% | -50.6% | -14.1% |
| All | -3.6% | +46.1% | -49.7% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling