+219.4%
GLDM vs WY
-18.4%
+237.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.7% |
| 7D | +4.7% | +3.1% | +1.6% | +4.5% |
| 30D | -0.9% | +13.0% | -13.8% | -1.5% |
| 3M | -4.3% | -16.8% | +12.5% | -3.5% |
| 6M | -13.4% | -11.2% | -2.2% | -13.0% |
| YTD | -5.8% | -9.1% | +3.3% | -5.5% |
| 1Y | +2.1% | -4.8% | +6.8% | +2.2% |
| 3Y | +105.0% | -25.3% | +130.3% | +107.1% |
| 5Y | +122.5% | -33.2% | +155.7% | +124.8% |
| All | +219.4% | -18.4% | +237.8% | +220.1% |
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