+391.4%
WDC vs GLDM
+221.7%
+169.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.8% | -18.2% | -17.7% |
| 7D | -32.3% | +1.9% | -34.2% | -33.0% |
| 30D | -34.9% | -1.7% | -33.2% | -34.5% |
| 3M | -48.4% | -3.5% | -44.9% | -47.9% |
| 6M | -42.4% | -10.1% | -32.4% | -40.0% |
| YTD | +55.5% | -5.0% | +60.6% | +61.3% |
| 1Y | +67.5% | +2.8% | +64.7% | +69.7% |
| 3Y | +727.3% | +105.1% | +622.2% | +586.3% |
| 5Y | +533.3% | +124.3% | +409.0% | +400.3% |
| All | +391.4% | +221.7% | +169.7% | +268.7% |
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 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