-20.8%
WDAY vs GLDM
+128.8%
-149.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.5% |
| 7D | -4.4% | -0.5% | -3.8% | -4.5% |
| 30D | +14.7% | +4.4% | +10.3% | +15.4% |
| 3M | +32.4% | -1.1% | +33.4% | +32.5% |
| 6M | +36.9% | -13.7% | +50.5% | +35.3% |
| YTD | -8.8% | +2.8% | -11.6% | -9.3% |
| 1Y | -15.3% | +24.8% | -40.1% | -15.6% |
| All | -20.8% | +128.8% | -149.6% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling