+235.9%
WM vs GLDM
+219.0%
+16.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.0% | +1.4% |
| 7D | +5.9% | -0.3% | +6.2% | +5.9% |
| 30D | +15.4% | -1.9% | +17.3% | +15.5% |
| 3M | +6.3% | -0.4% | +6.7% | +6.3% |
| 6M | +5.6% | -10.1% | +15.7% | +6.3% |
| YTD | +9.9% | -5.8% | +15.8% | +9.7% |
| 1Y | +20.8% | +3.1% | +17.7% | +19.2% |
| 3Y | +48.5% | +103.4% | -54.9% | +34.2% |
| 5Y | +60.6% | +125.5% | -65.0% | +42.5% |
| All | +235.9% | +219.0% | +16.9% | +226.5% |
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