+129.7%
GLDM vs WWD
+166.3%
-36.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -0.5% | +1.3% | -1.8% | -0.7% |
| 30D | +4.4% | -7.2% | +11.6% | +5.2% |
| 3M | -1.1% | -3.8% | +2.8% | -0.8% |
| 6M | -13.7% | -9.9% | -3.8% | -13.1% |
| YTD | +2.8% | +14.8% | -12.1% | +2.1% |
| 1Y | +24.8% | +42.1% | -17.2% | +23.3% |
| All | +129.7% | +166.3% | -36.6% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling