+248.5%
GLDM vs WY
-10.5%
+259.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -0.5% | -1.7% | +1.2% | -0.5% |
| 30D | +4.4% | -10.1% | +14.5% | +4.9% |
| 3M | -1.1% | -5.1% | +4.1% | -0.9% |
| 6M | -13.7% | -4.8% | -8.9% | -13.5% |
| YTD | +2.8% | -0.2% | +3.0% | +2.7% |
| 1Y | +24.8% | -6.6% | +31.5% | +25.1% |
| 3Y | +127.8% | -22.7% | +150.5% | +129.6% |
| 5Y | +141.1% | -22.2% | +163.4% | +142.2% |
| All | +248.5% | -10.5% | +259.0% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling