+219.4%
GLDM vs WU
-42.4%
+261.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | +4.7% | +11.7% | -7.0% | +4.6% |
| 30D | -0.9% | +12.6% | -13.5% | -0.9% |
| 3M | -4.3% | -0.5% | -3.8% | -4.3% |
| 6M | -13.4% | -18.2% | +4.8% | -13.5% |
| YTD | -5.8% | -19.0% | +13.2% | -5.9% |
| 1Y | +2.1% | -16.7% | +18.7% | +2.0% |
| 3Y | +105.0% | -21.0% | +126.0% | +104.8% |
| 5Y | +122.5% | -41.7% | +164.2% | +122.0% |
| All | +219.4% | -42.4% | +261.7% | +223.0% |
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