+278.8%
WMB vs GLDM
+143.3%
+135.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +3.3% | +4.4% | -1.1% | +2.3% |
| 3M | +3.1% | -1.1% | +4.2% | +3.2% |
| 6M | -0.7% | -13.7% | +13.0% | +2.4% |
| YTD | +25.2% | +2.8% | +22.4% | +22.7% |
| 1Y | +32.9% | +24.8% | +8.0% | +22.9% |
| 3Y | +140.6% | +127.8% | +12.7% | +79.6% |
| All | +278.8% | +143.3% | +135.5% | +173.4% |
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