+293.3%
WMB vs GLDM
+204.4%
+88.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +7.8% | -4.6% | +12.4% | +8.5% |
| 30D | -5.1% | -5.5% | +0.4% | -4.4% |
| 3M | -4.7% | -10.9% | +6.1% | -3.4% |
| 6M | -7.4% | -17.3% | +9.9% | -5.0% |
| YTD | +17.5% | -10.2% | +27.6% | +18.1% |
| 1Y | +19.5% | -6.9% | +26.4% | +19.2% |
| 3Y | +121.3% | +98.7% | +22.6% | +88.7% |
| 5Y | +200.5% | +106.7% | +93.8% | +151.8% |
| All | +293.3% | +204.4% | +88.9% | +230.1% |
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 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