+319.0%
WMB vs GLDM
+248.1%
+70.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 3M | +3.1% | -1.1% | +4.2% | +3.2% |
| 6M | -0.7% | -13.7% | +13.0% | +1.7% |
| YTD | +25.2% | +2.8% | +22.4% | +23.5% |
| 1Y | +32.9% | +24.8% | +8.0% | +26.0% |
| 3Y | +140.6% | +127.8% | +12.7% | +101.3% |
| 5Y | +273.5% | +141.1% | +132.3% | +206.9% |
| All | +319.0% | +248.1% | +70.9% | +245.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling