+204.3%
GLDM vs WST
+326.5%
-122.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -5.5% | +4.9% | -10.4% | -5.6% |
| 30D | -7.0% | +10.7% | -17.7% | -7.3% |
| 3M | -12.3% | +16.8% | -29.1% | -12.7% |
| 6M | -17.9% | +32.0% | -49.9% | -18.6% |
| YTD | -10.3% | +49.9% | -60.2% | -11.5% |
| 1Y | -7.8% | +50.6% | -58.4% | -9.0% |
| 3Y | +99.5% | +21.4% | +78.1% | +96.6% |
| 5Y | +106.5% | -0.6% | +107.0% | +102.7% |
| All | +204.3% | +326.5% | -122.3% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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