+204.3%
GLDM vs WU
-44.3%
+248.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.8% |
| 7D | -5.5% | -5.3% | -0.2% | -5.5% |
| 30D | -7.0% | +9.0% | -16.0% | -7.0% |
| 3M | -12.3% | -3.6% | -8.7% | -12.3% |
| 6M | -17.9% | -19.4% | +1.5% | -18.0% |
| YTD | -10.3% | -21.7% | +11.4% | -10.3% |
| 1Y | -7.8% | -16.1% | +8.4% | -7.8% |
| 3Y | +99.5% | -24.1% | +123.6% | +99.3% |
| 5Y | +106.5% | -44.1% | +150.6% | +106.0% |
| All | +204.3% | -44.3% | +248.5% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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