-10.1%
GLDM vs WAT
+34.0%
-44.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +4.0% | +1.6% |
| 7D | +1.9% | -5.6% | +7.5% | +3.3% |
| 30D | -1.7% | +3.8% | -5.5% | -2.5% |
| 3M | -3.5% | +13.3% | -16.8% | -6.6% |
| 6M | -10.1% | +32.2% | -42.3% | -15.4% |
| All | -10.1% | +34.0% | -44.1% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling