+248.5%
GLDM vs GWRE
+81.4%
+167.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -19.9% | +19.0% | -0.3% |
| 7D | -0.5% | -21.1% | +20.6% | +0.1% |
| 30D | +4.4% | +1.3% | +3.1% | +4.3% |
| 3M | -1.1% | +7.4% | -8.5% | -1.6% |
| 6M | -13.7% | +5.6% | -19.3% | -14.2% |
| YTD | +2.8% | -19.2% | +22.0% | +3.0% |
| 1Y | +24.8% | -25.1% | +50.0% | +25.4% |
| 3Y | +127.8% | +87.7% | +40.1% | +122.4% |
| 5Y | +141.1% | +32.0% | +109.1% | +133.9% |
| All | +248.5% | +81.4% | +167.1% | +238.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling