+1.1%
WBD vs GLDM
+248.1%
-247.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | +8.8% | +4.4% | +4.4% | +8.6% |
| 3M | +4.6% | -1.1% | +5.7% | +4.7% |
| 6M | +1.1% | -13.7% | +14.7% | +1.7% |
| YTD | -2.0% | +2.8% | -4.7% | -2.3% |
| 1Y | +140.0% | +24.8% | +115.2% | +134.4% |
| 3Y | +144.4% | +127.8% | +16.6% | +122.9% |
| 5Y | -0.2% | +141.1% | -141.4% | -9.6% |
| All | +1.1% | +248.1% | -247.0% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling