+475.3%
WDC vs GLDM
+212.7%
+262.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.5% | +8.8% |
| 7D | -3.2% | -2.0% | -1.3% | -2.5% |
| 30D | -19.0% | -4.4% | -14.6% | -17.5% |
| 3M | -28.4% | -8.8% | -19.6% | -25.9% |
| 6M | -39.2% | -15.9% | -23.3% | -34.9% |
| YTD | +82.1% | -7.7% | +89.7% | +91.1% |
| 1Y | +84.7% | -3.6% | +88.3% | +91.3% |
| 3Y | +825.6% | +105.2% | +720.4% | +671.8% |
| 5Y | +608.2% | +112.8% | +495.4% | +469.6% |
| All | +475.3% | +212.7% | +262.5% | +336.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling