+265.7%
WMB vs GLDM
+221.7%
+44.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.2% | -5.4% |
| 7D | -14.2% | +1.9% | -16.1% | -14.4% |
| 30D | -11.2% | -1.7% | -9.6% | -11.0% |
| 3M | -9.9% | -3.5% | -6.3% | -9.6% |
| 6M | -14.4% | -10.1% | -4.3% | -13.2% |
| YTD | +9.2% | -5.0% | +14.3% | +9.0% |
| 1Y | +15.1% | +2.8% | +12.3% | +13.0% |
| 3Y | +99.2% | +105.1% | -5.9% | +69.4% |
| 5Y | +180.2% | +124.3% | +56.0% | +132.7% |
| All | +265.7% | +221.7% | +44.0% | +204.9% |
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 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