+204.7%
GLDM vs WY
-19.1%
+223.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -4.6% | -0.8% | -3.8% | -4.6% |
| 30D | -5.5% | +10.1% | -15.6% | -5.9% |
| 3M | -10.9% | -15.4% | +4.5% | -10.2% |
| 6M | -17.3% | -8.3% | -9.0% | -17.1% |
| YTD | -10.2% | -9.8% | -0.3% | -9.8% |
| 1Y | -6.9% | -3.9% | -3.1% | -6.8% |
| 3Y | +98.7% | -23.3% | +122.0% | +100.5% |
| 5Y | +106.7% | -31.2% | +137.9% | +108.8% |
| All | +204.7% | -19.1% | +223.8% | +205.5% |
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