+63.3%
WM vs GLDM
+126.2%
-62.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +1.1% |
| 7D | +4.5% | +1.9% | +2.6% | +4.4% |
| 30D | +16.1% | -1.7% | +17.7% | +16.1% |
| 3M | +8.0% | -3.5% | +11.6% | +8.2% |
| 6M | +8.4% | -10.1% | +18.5% | +9.3% |
| YTD | +11.2% | -5.0% | +16.3% | +10.6% |
| 1Y | +22.3% | +2.8% | +19.5% | +20.1% |
| 3Y | +50.2% | +105.1% | -54.9% | +29.4% |
| 5Y | +63.3% | +124.3% | -61.0% | +31.4% |
| All | +63.3% | +126.2% | -62.9% | +31.4% |
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