+204.7%
GLDM vs GWRE
+76.7%
+128.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -4.6% | -2.0% | -2.6% | -4.6% |
| 30D | -5.5% | -4.1% | -1.4% | -5.4% |
| 3M | -10.9% | -13.4% | +2.5% | -10.6% |
| 6M | -17.3% | +26.0% | -43.3% | -18.3% |
| YTD | -10.2% | -21.3% | +11.1% | -9.9% |
| 1Y | -6.9% | -27.5% | +20.6% | -6.5% |
| 3Y | +98.7% | +72.7% | +26.0% | +94.2% |
| 5Y | +106.7% | +26.4% | +80.4% | +100.5% |
| All | +204.7% | +76.7% | +128.0% | +196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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