-18.9%
WBD vs GLDM
+214.5%
-233.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +26.7% | -1.0% | +27.8% | +26.3% |
| 3M | +91.1% | +17.8% | +73.4% | +87.3% |
| 6M | +164.8% | +18.7% | +146.2% | +159.0% |
| YTD | +114.5% | +52.5% | +62.0% | +102.0% |
| 1Y | +141.9% | +48.0% | +94.0% | +128.6% |
| 3Y | +120.7% | +138.4% | -17.6% | +103.5% |
| 5Y | +8.3% | +103.8% | -95.4% | -1.8% |
| All | -18.9% | +214.5% | -233.4% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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