+58.3%
WDAY vs GLDM
+219.1%
-160.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.6% |
| 7D | -2.5% | +4.7% | -7.1% | -2.8% |
| 30D | +4.7% | -0.9% | +5.6% | +4.7% |
| 3M | +13.3% | -4.3% | +17.6% | +13.5% |
| 6M | +57.3% | -13.4% | +70.7% | +58.9% |
| YTD | -10.2% | -5.8% | -4.4% | -11.6% |
| 1Y | -14.1% | +2.1% | -16.1% | -16.9% |
| 3Y | -11.7% | +105.0% | -116.7% | -30.4% |
| 5Y | -33.5% | +122.5% | -156.0% | -49.9% |
| All | +58.3% | +219.1% | -160.7% | +26.2% |
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