+248.5%
GLDM vs WWD
+375.5%
-127.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.9% |
| 7D | -0.5% | +1.3% | -1.8% | -0.6% |
| 30D | +4.4% | -7.2% | +11.6% | +4.7% |
| 3M | -1.1% | -3.8% | +2.8% | -0.9% |
| 6M | -13.7% | -9.9% | -3.8% | -13.4% |
| YTD | +2.8% | +14.8% | -12.1% | +2.4% |
| 1Y | +24.8% | +42.1% | -17.2% | +23.7% |
| 3Y | +127.8% | +170.8% | -43.0% | +122.1% |
| 5Y | +141.1% | +197.5% | -56.4% | +133.5% |
| All | +248.5% | +375.5% | -127.0% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling