-11.7%
WDAY vs GLDM
+104.2%
-115.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.7% |
| 7D | -2.5% | +4.7% | -7.1% | -1.8% |
| 30D | +4.7% | -0.9% | +5.6% | +4.5% |
| 3M | +13.3% | -4.3% | +17.6% | +12.6% |
| 6M | +57.3% | -13.4% | +70.7% | +54.2% |
| YTD | -10.2% | -5.8% | -4.4% | -11.7% |
| 1Y | -14.1% | +2.1% | -16.1% | -15.2% |
| 3Y | -11.7% | +105.0% | -116.7% | -13.9% |
| All | -11.7% | +104.2% | -115.9% | -13.9% |
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