+168.5%
WMT vs GLDM
+121.8%
+46.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | +1.6% | +4.7% | -3.0% | +1.3% |
| 30D | +16.1% | -0.9% | +16.9% | +16.0% |
| 3M | +12.3% | -4.3% | +16.6% | +12.5% |
| 6M | -3.1% | -13.4% | +10.3% | -2.0% |
| YTD | +13.4% | -5.8% | +19.2% | +12.7% |
| 1Y | +24.5% | +2.1% | +22.4% | +22.4% |
| 3Y | +135.7% | +105.0% | +30.7% | +109.6% |
| All | +168.5% | +121.8% | +46.8% | +130.1% |
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