+121.8%
GLDM vs WAT
+32.4%
+89.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +4.7% | -1.1% | +5.8% | +4.7% |
| 30D | -0.9% | +5.0% | -5.8% | -1.1% |
| 3M | -4.3% | +14.5% | -18.8% | -5.0% |
| 6M | -13.4% | +30.9% | -44.3% | -14.6% |
| YTD | -5.8% | +20.5% | -26.3% | -7.0% |
| 1Y | +2.1% | +23.3% | -21.2% | +0.6% |
| 3Y | +105.0% | +81.5% | +23.5% | +96.9% |
| All | +121.8% | +32.4% | +89.4% | +116.4% |
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