+264.7%
WMB vs GLDM
+219.1%
+45.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -13.8% | +4.7% | -18.5% | -14.4% |
| 30D | -10.3% | -0.9% | -9.5% | -10.2% |
| 3M | -10.1% | -4.3% | -5.7% | -9.7% |
| 6M | -11.8% | -13.4% | +1.6% | -10.1% |
| YTD | +8.9% | -5.8% | +14.8% | +8.8% |
| 1Y | +14.0% | +2.1% | +11.9% | +12.0% |
| 3Y | +100.5% | +105.0% | -4.5% | +70.5% |
| 5Y | +179.5% | +122.5% | +57.0% | +132.4% |
| All | +264.7% | +219.1% | +45.7% | +204.4% |
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 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