+213.0%
GLDM vs WY
-19.7%
+232.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.0% | -5.1% | +3.1% | -1.7% |
| 30D | -4.4% | +9.0% | -13.5% | -4.9% |
| 3M | -8.8% | -16.7% | +7.9% | -8.1% |
| 6M | -15.9% | -10.3% | -5.6% | -15.5% |
| YTD | -7.7% | -10.5% | +2.8% | -7.3% |
| 1Y | -3.6% | -5.9% | +2.3% | -3.4% |
| 3Y | +105.2% | -24.7% | +129.9% | +107.3% |
| 5Y | +112.8% | -31.5% | +144.3% | +114.9% |
| All | +213.0% | -19.7% | +232.8% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling