+126.5%
GLDM vs GWRE
+66.3%
+60.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.8% | +6.1% | -1.4% |
| 7D | +0.7% | -25.6% | +26.3% | +1.9% |
| 30D | +0.3% | -12.2% | +12.5% | +0.7% |
| 3M | +0.7% | +17.7% | -17.0% | -0.4% |
| 6M | -15.4% | -11.3% | -4.1% | -15.2% |
| YTD | +1.0% | -25.5% | +26.5% | +2.1% |
| 1Y | +19.7% | -42.8% | +62.6% | +22.8% |
| 3Y | +126.5% | +59.0% | +67.5% | +121.3% |
| All | +126.5% | +66.3% | +60.2% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling