+52.9%
GLDM vs WETO
-99.4%
+152.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.1% | +6.0% | +0.9% |
| 7D | +0.2% | -38.7% | +38.8% | 0.0% |
| 30D | +0.3% | -51.3% | +51.6% | +1.0% |
| 3M | +3.3% | -97.8% | +101.1% | +3.0% |
| 6M | -14.5% | -94.8% | +80.3% | -12.8% |
| YTD | +1.9% | -97.2% | +99.1% | +3.6% |
| 1Y | +21.1% | -98.9% | +120.0% | +22.4% |
| All | +52.9% | -99.4% | +152.3% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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