+180.3%
WMB vs GLDM
+121.8%
+58.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -13.8% | +4.7% | -18.5% | -14.5% |
| 30D | -10.3% | -0.9% | -9.5% | -10.2% |
| 3M | -10.1% | -4.3% | -5.7% | -9.6% |
| 6M | -11.8% | -13.4% | +1.6% | -9.6% |
| YTD | +8.9% | -5.8% | +14.8% | +8.3% |
| 1Y | +14.0% | +2.1% | +11.9% | +10.6% |
| 3Y | +100.5% | +105.0% | -4.5% | +51.2% |
| All | +180.3% | +121.8% | +58.5% | +100.4% |
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