+207.1%
WM vs GLDM
+248.1%
-41.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | -2.4% | +4.4% | -6.8% | -2.7% |
| 3M | +0.4% | -1.1% | +1.5% | +0.6% |
| 6M | -9.5% | -13.7% | +4.2% | -8.1% |
| YTD | +0.5% | +2.8% | -2.3% | -0.2% |
| 1Y | -1.1% | +24.8% | -25.9% | -4.3% |
| 3Y | +46.0% | +127.8% | -81.8% | +30.8% |
| 5Y | +51.8% | +141.1% | -89.3% | +34.3% |
| All | +207.1% | +248.1% | -41.1% | +197.0% |
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