-3.1%
WMT vs GLDM
-13.2%
+10.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.8% |
| 7D | +1.6% | +4.7% | -3.0% | +2.1% |
| 30D | +16.1% | -0.9% | +16.9% | +15.6% |
| 3M | +12.3% | -4.3% | +16.6% | +11.6% |
| 6M | -3.1% | -13.4% | +10.3% | -8.2% |
| All | -3.1% | -13.2% | +10.1% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling