+129.3%
WFC vs GLDM
+143.3%
-13.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.9% |
| 7D | +3.8% | -0.5% | +4.3% | +3.8% |
| 30D | +1.5% | +4.4% | -2.9% | +1.5% |
| 3M | +10.9% | -1.1% | +11.9% | +10.8% |
| 6M | +8.4% | -13.7% | +22.1% | +7.9% |
| YTD | -1.9% | +2.8% | -4.6% | -1.4% |
| 1Y | +12.3% | +24.8% | -12.5% | +15.0% |
| 3Y | +132.3% | +127.8% | +4.5% | +145.8% |
| All | +129.3% | +143.3% | -13.9% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling