+121.8%
GLDM vs WAB
+203.5%
-81.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.0% |
| 7D | +4.7% | +1.4% | +3.2% | +4.5% |
| 30D | -0.9% | +0.4% | -1.3% | -0.9% |
| 3M | -4.3% | -3.8% | -0.5% | -4.0% |
| 6M | -13.4% | +5.1% | -18.5% | -13.9% |
| YTD | -5.8% | +33.3% | -39.1% | -7.8% |
| 1Y | +2.1% | +39.8% | -37.8% | -0.3% |
| 3Y | +105.0% | +161.1% | -56.0% | +93.7% |
| All | +121.8% | +203.5% | -81.8% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling