+248.5%
GLDM vs WST
+252.3%
-3.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -0.5% | +0.7% | -1.3% | -0.6% |
| 30D | +4.4% | -3.1% | +7.6% | +4.5% |
| 3M | -1.1% | +7.2% | -8.3% | -1.3% |
| 6M | -13.7% | +36.8% | -50.5% | -14.5% |
| YTD | +2.8% | +23.8% | -21.1% | +2.0% |
| 1Y | +24.8% | +37.8% | -12.9% | +23.5% |
| 3Y | +127.8% | -15.9% | +143.7% | +127.9% |
| 5Y | +141.1% | -25.8% | +167.0% | +139.3% |
| All | +248.5% | +252.3% | -3.9% | +239.1% |
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