+216.8%
GLDM vs GWW
+435.4%
-218.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.4% | -2.7% |
| 7D | +2.9% | +5.5% | -2.7% | +2.8% |
| 30D | -3.9% | +14.4% | -18.3% | -4.0% |
| 3M | -8.1% | +13.7% | -21.9% | -8.2% |
| 6M | -14.7% | +20.1% | -34.8% | -14.8% |
| YTD | -6.6% | +47.1% | -53.7% | -6.8% |
| 1Y | -2.1% | +56.2% | -58.3% | -2.2% |
| 3Y | +107.7% | +90.5% | +17.2% | +106.9% |
| 5Y | +116.5% | +221.2% | -104.8% | +114.5% |
| All | +216.8% | +435.4% | -218.7% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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