+222.0%
GLDM vs WST
+306.7%
-84.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.0% |
| 7D | +1.9% | -5.8% | +7.7% | +2.1% |
| 30D | -1.7% | +5.3% | -7.0% | -1.8% |
| 3M | -3.5% | +11.8% | -15.3% | -3.9% |
| 6M | -10.1% | +26.7% | -36.8% | -10.7% |
| YTD | -5.0% | +43.0% | -48.0% | -6.2% |
| 1Y | +2.8% | +38.9% | -36.1% | +1.6% |
| 3Y | +105.1% | +18.2% | +86.9% | +102.2% |
| 5Y | +124.3% | -1.5% | +125.8% | +120.2% |
| All | +222.0% | +306.7% | -84.8% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling