+278.2%
WMB vs GLDM
+225.0%
+53.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.4% |
| 7D | -6.7% | +5.0% | -11.6% | -7.3% |
| 30D | -8.6% | -1.3% | -7.3% | -8.4% |
| 3M | -4.9% | -4.7% | -0.2% | -4.4% |
| 6M | -6.3% | -12.4% | +6.1% | -4.5% |
| YTD | +13.0% | -4.1% | +17.0% | +12.6% |
| 1Y | +14.9% | +3.3% | +11.6% | +12.8% |
| 3Y | +113.4% | +110.9% | +2.4% | +80.7% |
| 5Y | +190.2% | +124.8% | +65.4% | +140.8% |
| All | +278.2% | +225.0% | +53.2% | +214.9% |
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