+395.5%
WMT vs GLDM
+212.7%
+182.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -2.7% | -2.0% | -0.8% | -2.5% |
| 30D | +11.1% | -4.4% | +15.6% | +11.5% |
| 3M | +11.2% | -8.8% | +20.1% | +12.0% |
| 6M | -1.3% | -15.9% | +14.6% | +0.3% |
| YTD | +13.5% | -7.7% | +21.2% | +13.3% |
| 1Y | +22.5% | -3.6% | +26.1% | +21.5% |
| 3Y | +134.1% | +105.2% | +28.9% | +107.9% |
| 5Y | +170.3% | +112.8% | +57.5% | +137.1% |
| All | +395.5% | +212.7% | +182.7% | +370.7% |
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