+248.5%
GLDM vs WAT
+112.9%
+135.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -0.5% | -1.3% | +0.7% | -0.5% |
| 30D | +4.4% | +2.3% | +2.1% | +4.3% |
| 3M | -1.1% | +8.7% | -9.8% | -1.3% |
| 6M | -13.7% | +28.3% | -42.0% | -14.4% |
| YTD | +2.8% | +7.8% | -5.0% | +2.3% |
| 1Y | +24.8% | +36.6% | -11.8% | +23.4% |
| 3Y | +127.8% | +45.7% | +82.1% | +124.0% |
| 5Y | +141.1% | -3.3% | +144.5% | +137.7% |
| All | +248.5% | +112.9% | +135.6% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling