+121.8%
GLDM vs WWD
+170.1%
-48.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -1.1% |
| 7D | +4.7% | +4.2% | +0.5% | +4.2% |
| 30D | -0.9% | -2.1% | +1.3% | -0.7% |
| 3M | -4.3% | -13.2% | +8.9% | -3.1% |
| 6M | -13.4% | -16.9% | +3.5% | -12.1% |
| YTD | -5.8% | +5.2% | -11.0% | -5.9% |
| 1Y | +2.1% | +20.6% | -18.5% | +1.3% |
| 3Y | +105.0% | +146.3% | -41.3% | +95.0% |
| All | +121.8% | +170.1% | -48.3% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling