+98.0%
WFC vs GLDM
+219.1%
-121.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +1.2% | +4.7% | -3.4% | +1.3% |
| 30D | +5.2% | -0.9% | +6.1% | +5.2% |
| 3M | -3.0% | -4.3% | +1.3% | -3.2% |
| 6M | +6.2% | -13.4% | +19.6% | +5.6% |
| YTD | -7.9% | -5.8% | -2.1% | -7.7% |
| 1Y | +0.3% | +2.1% | -1.8% | +1.1% |
| 3Y | +117.7% | +105.0% | +12.7% | +132.7% |
| 5Y | +88.4% | +122.5% | -34.1% | +100.8% |
| All | +98.0% | +219.1% | -121.1% | +128.8% |
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