+103.0%
WFC vs GLDM
+204.4%
-101.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.5% | -4.6% | +7.1% | +2.4% |
| 30D | +7.0% | -5.5% | +12.5% | +6.9% |
| 3M | -1.8% | -10.9% | +9.1% | -2.1% |
| 6M | +18.4% | -17.3% | +35.7% | +17.6% |
| YTD | -5.6% | -10.2% | +4.6% | -5.5% |
| 1Y | +3.9% | -6.9% | +10.8% | +4.3% |
| 3Y | +126.3% | +98.7% | +27.7% | +142.1% |
| 5Y | +91.1% | +106.7% | -15.6% | +102.9% |
| All | +103.0% | +204.4% | -101.4% | +134.4% |
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