+47.5%
WM vs GLDM
+104.1%
-56.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.0% | +1.6% |
| 7D | +5.9% | -0.3% | +6.2% | +5.9% |
| 30D | +15.4% | -1.9% | +17.3% | +15.4% |
| 3M | +6.3% | -0.4% | +6.7% | +6.3% |
| 6M | +5.6% | -10.1% | +15.7% | +6.1% |
| YTD | +9.9% | -5.8% | +15.8% | +9.4% |
| 1Y | +20.8% | +3.1% | +17.7% | +19.0% |
| All | +47.5% | +104.1% | -56.6% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling