+248.5%
GLDM vs WSM
+772.0%
-523.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | -0.5% | -3.3% | +2.7% | -0.5% |
| 30D | +4.4% | -8.4% | +12.8% | +4.6% |
| 3M | -1.1% | +9.7% | -10.7% | -1.3% |
| 6M | -13.7% | +16.7% | -30.3% | -14.0% |
| YTD | +2.8% | +28.7% | -25.9% | +2.2% |
| 1Y | +24.8% | +13.7% | +11.2% | +24.4% |
| 3Y | +127.8% | +230.1% | -102.3% | +121.6% |
| 5Y | +141.1% | +179.0% | -37.8% | +134.5% |
| All | +248.5% | +772.0% | -523.5% | +225.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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