-15.8%
WDAY vs GLDM
-3.6%
-12.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +0.9% |
| 7D | -5.3% | -2.0% | -3.3% | -5.7% |
| 30D | +1.5% | -4.4% | +6.0% | +0.5% |
| 3M | +5.5% | -8.8% | +14.3% | +3.1% |
| 6M | +57.4% | -15.9% | +73.3% | +50.5% |
| YTD | -11.0% | -7.7% | -3.3% | -14.9% |
| 1Y | -15.8% | -3.6% | -12.2% | -15.9% |
| All | -15.8% | -3.6% | -12.1% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling