+124.3%
GLDM vs WAT
+32.1%
+92.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +4.0% | +1.0% |
| 7D | +1.9% | -5.6% | +7.5% | +2.2% |
| 30D | -1.7% | +3.8% | -5.5% | -1.9% |
| 3M | -3.5% | +13.3% | -16.8% | -4.2% |
| 6M | -10.1% | +32.2% | -42.3% | -11.4% |
| YTD | -5.0% | +19.3% | -24.3% | -6.2% |
| 1Y | +2.8% | +21.8% | -19.0% | +1.4% |
| 3Y | +105.1% | +73.9% | +31.2% | +97.4% |
| 5Y | +124.3% | +32.1% | +92.2% | +118.8% |
| All | +124.3% | +32.1% | +92.2% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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