+5.6%
WM vs GLDM
-11.0%
+16.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.0% | +2.6% |
| 7D | +5.9% | -0.3% | +6.2% | +5.7% |
| 30D | +15.4% | -1.9% | +17.3% | +14.6% |
| 3M | +6.3% | -0.4% | +6.7% | +7.6% |
| 6M | +5.6% | -10.1% | +15.7% | +2.1% |
| All | +5.6% | -11.0% | +16.5% | +2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling