-30.4%
WDAY vs GLDM
+124.3%
-154.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +2.0% |
| 7D | -1.2% | -0.3% | -1.0% | -1.2% |
| 30D | +6.8% | -1.9% | +8.7% | +6.8% |
| 3M | +17.8% | -0.4% | +18.2% | +17.7% |
| 6M | +57.8% | -10.1% | +67.9% | +57.8% |
| YTD | -6.0% | -5.8% | -0.2% | -8.1% |
| 1Y | -13.5% | +3.1% | -16.7% | -16.7% |
| 3Y | -7.6% | +103.4% | -111.0% | -28.8% |
| All | -30.4% | +124.3% | -154.7% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling