+105.0%
WFC vs GLDM
+219.0%
-113.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +2.3% |
| 7D | +4.5% | -0.3% | +4.8% | +4.5% |
| 30D | +7.4% | -1.9% | +9.2% | +7.3% |
| 3M | -0.5% | -0.4% | -0.1% | -0.5% |
| 6M | +11.7% | -10.1% | +21.8% | +11.3% |
| YTD | -4.6% | -5.8% | +1.2% | -4.4% |
| 1Y | +2.5% | +3.1% | -0.6% | +3.5% |
| 3Y | +123.9% | +103.4% | +20.5% | +139.1% |
| 5Y | +94.3% | +125.5% | -31.2% | +107.5% |
| All | +105.0% | +219.0% | -113.9% | +136.9% |
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