+204.7%
GLDM vs WPM
+579.8%
-375.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.6% | -3.6% | -1.0% | -3.5% |
| 30D | -5.5% | +1.4% | -6.9% | -6.2% |
| 3M | -10.9% | -0.2% | -10.7% | -11.3% |
| 6M | -17.3% | -7.3% | -10.0% | -16.3% |
| YTD | -10.2% | +12.3% | -22.5% | -14.5% |
| 1Y | -6.9% | +24.9% | -31.8% | -14.3% |
| 3Y | +98.7% | +210.4% | -111.7% | +39.6% |
| 5Y | +106.7% | +210.4% | -103.6% | +42.3% |
| All | +204.7% | +579.8% | -375.2% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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