+758.0%
WDC vs GLDM
+248.1%
+509.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.8% | +6.2% |
| 7D | +1.7% | -0.5% | +2.3% | +1.9% |
| 30D | -10.0% | +4.4% | -14.4% | -12.0% |
| 3M | -18.8% | -1.1% | -17.7% | -18.6% |
| 6M | +79.0% | -13.7% | +92.7% | +88.8% |
| YTD | +171.6% | +2.8% | +168.8% | +172.5% |
| 1Y | +417.4% | +24.8% | +392.5% | +390.1% |
| 3Y | +1,251.8% | +127.8% | +1,124.0% | +977.8% |
| 5Y | +911.7% | +141.1% | +770.5% | +674.5% |
| All | +758.0% | +248.1% | +509.9% | +522.9% |
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 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