+442.8%
WDC vs GLDM
+204.4%
+238.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.1% |
| 7D | +12.1% | -4.6% | +16.7% | +14.3% |
| 30D | -18.8% | -5.5% | -13.3% | -16.9% |
| 3M | -39.3% | -10.9% | -28.4% | -36.5% |
| 6M | -40.1% | -17.3% | -22.8% | -35.4% |
| YTD | +71.8% | -10.2% | +82.0% | +82.4% |
| 1Y | +88.5% | -6.9% | +95.4% | +97.9% |
| 3Y | +770.0% | +98.7% | +671.3% | +634.7% |
| 5Y | +549.0% | +106.7% | +442.3% | +428.3% |
| All | +442.8% | +204.4% | +238.5% | +316.9% |
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 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