+178.4%
WMT vs GLDM
+107.1%
+71.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +2.0% | -4.6% | +6.7% | +2.4% |
| 30D | +10.3% | -5.5% | +15.7% | +10.6% |
| 3M | +11.0% | -10.9% | +21.8% | +11.7% |
| 6M | -2.3% | -17.3% | +15.0% | -1.0% |
| YTD | +15.7% | -10.2% | +25.9% | +15.4% |
| 1Y | +26.0% | -6.9% | +32.9% | +25.0% |
| 3Y | +136.5% | +98.7% | +37.8% | +110.2% |
| All | +178.4% | +107.1% | +71.4% | +138.2% |
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