+106.7%
GLDM vs WAB
+153.1%
-46.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.6% |
| 7D | +1.9% | -2.5% | +4.4% | +2.2% |
| 30D | -1.7% | -4.4% | +2.7% | -1.1% |
| 3M | -3.5% | -5.9% | +2.4% | -2.8% |
| 6M | -10.1% | +5.9% | -16.0% | -11.0% |
| YTD | -5.0% | +30.9% | -36.0% | -7.8% |
| 1Y | +2.8% | +35.8% | -33.0% | -0.4% |
| All | +106.7% | +153.1% | -46.5% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling