+222.0%
GLDM vs WPM
+585.0%
-363.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +1.9% | +7.5% | -5.6% | -0.7% |
| 30D | -1.7% | -3.8% | +2.1% | -0.7% |
| 3M | -3.5% | +8.0% | -11.5% | -6.5% |
| 6M | -10.1% | +6.1% | -16.1% | -12.9% |
| YTD | -5.0% | +13.2% | -18.3% | -9.8% |
| 1Y | +2.8% | +37.9% | -35.1% | -8.1% |
| 3Y | +105.1% | +201.7% | -96.6% | +45.2% |
| 5Y | +124.3% | +240.0% | -115.7% | +50.8% |
| All | +222.0% | +585.0% | -363.1% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling