+712.3%
WDC vs GLDM
+104.2%
+608.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -28.0% | +4.7% | -32.6% | -30.1% |
| 30D | -34.9% | -0.9% | -34.1% | -34.7% |
| 3M | -41.6% | -4.3% | -37.3% | -40.6% |
| 6M | -45.4% | -13.4% | -32.0% | -41.2% |
| YTD | +53.3% | -5.8% | +59.1% | +62.5% |
| 1Y | +61.5% | +2.1% | +59.5% | +66.3% |
| 3Y | +712.3% | +105.0% | +607.3% | +517.7% |
| All | +712.3% | +104.2% | +608.2% | +517.7% |
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