+55.1%
WDAY vs GLDM
+216.5%
-161.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.5% |
| 7D | -4.6% | +2.9% | -7.4% | -4.7% |
| 30D | +1.2% | -3.9% | +5.1% | +1.5% |
| 3M | +2.6% | -8.1% | +10.7% | +3.0% |
| 6M | +47.8% | -14.7% | +62.5% | +49.4% |
| YTD | -12.1% | -6.6% | -5.5% | -13.4% |
| 1Y | -17.1% | -2.1% | -15.1% | -19.3% |
| 3Y | -17.9% | +107.7% | -125.6% | -35.7% |
| 5Y | -35.1% | +116.5% | -151.6% | -50.8% |
| All | +55.1% | +216.5% | -161.4% | +23.6% |
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