+222.0%
GLDM vs WU
-41.2%
+263.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | +0.8% |
| 7D | +1.9% | +13.0% | -11.2% | +1.8% |
| 30D | -1.7% | +14.3% | -16.0% | -1.8% |
| 3M | -3.5% | +0.1% | -3.7% | -3.6% |
| 6M | -10.1% | -17.7% | +7.6% | -10.1% |
| YTD | -5.0% | -17.3% | +12.3% | -5.1% |
| 1Y | +2.8% | -11.1% | +13.8% | +2.7% |
| 3Y | +105.1% | -19.8% | +124.9% | +104.9% |
| 5Y | +124.3% | -40.5% | +164.8% | +123.8% |
| All | +222.0% | -41.2% | +263.2% | +225.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling