-7.6%
WDAY vs GLDM
+104.1%
-111.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +2.5% |
| 7D | -1.2% | -0.3% | -1.0% | -1.3% |
| 30D | +6.8% | -1.9% | +8.7% | +6.5% |
| 3M | +17.8% | -0.4% | +18.2% | +17.8% |
| 6M | +57.8% | -10.1% | +67.9% | +55.7% |
| YTD | -6.0% | -5.8% | -0.2% | -7.6% |
| 1Y | -13.5% | +3.1% | -16.7% | -14.7% |
| All | -7.6% | +104.1% | -111.7% | -9.9% |
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 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