+219.4%
GLDM vs WING
+262.1%
-42.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | +4.7% | +9.0% | -4.4% | +4.4% |
| 30D | -0.9% | +39.9% | -40.8% | -1.9% |
| 3M | -4.3% | +40.4% | -44.7% | -5.4% |
| 6M | -13.4% | +12.9% | -26.3% | -13.9% |
| YTD | -5.8% | -31.1% | +25.3% | -5.2% |
| 1Y | +2.1% | -32.7% | +34.8% | +2.7% |
| 3Y | +105.0% | -19.8% | +124.8% | +102.6% |
| 5Y | +122.5% | +4.0% | +118.5% | +116.2% |
| All | +219.4% | +262.1% | -42.8% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling