+124.8%
GLDM vs WU
-42.0%
+166.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +5.0% | +9.1% | -4.1% | +4.8% |
| 30D | -1.3% | +12.1% | -13.4% | -1.5% |
| 3M | -4.7% | +0.3% | -5.0% | -4.8% |
| 6M | -12.4% | -19.1% | +6.8% | -12.3% |
| YTD | -4.1% | -19.2% | +15.2% | -4.0% |
| 1Y | +3.3% | -15.3% | +18.6% | +3.3% |
| 3Y | +110.9% | -21.3% | +132.3% | +110.7% |
| 5Y | +124.8% | -41.7% | +166.4% | +125.2% |
| All | +124.8% | -42.0% | +166.7% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling