+60.7%
WDAY vs GLDM
+248.1%
-187.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.3% |
| 7D | -4.4% | -0.5% | -3.8% | -4.3% |
| 30D | +14.7% | +4.4% | +10.3% | +14.3% |
| 3M | +32.4% | -1.1% | +33.4% | +32.5% |
| 6M | +36.9% | -13.7% | +50.5% | +39.0% |
| YTD | -8.8% | +2.8% | -11.6% | -10.8% |
| 1Y | -15.3% | +24.8% | -40.1% | -20.7% |
| 3Y | -21.2% | +127.8% | -149.0% | -38.6% |
| 5Y | -29.5% | +141.1% | -170.7% | -47.1% |
| All | +60.7% | +248.1% | -187.4% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling