+225.3%
GLDM vs GWW
+426.3%
-200.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.9% |
| 7D | +5.0% | +5.3% | -0.3% | +4.9% |
| 30D | -1.3% | +12.4% | -13.7% | -1.4% |
| 3M | -4.7% | +13.7% | -18.4% | -4.8% |
| 6M | -12.4% | +18.0% | -30.4% | -12.5% |
| YTD | -4.1% | +44.6% | -48.6% | -4.2% |
| 1Y | +3.3% | +53.1% | -49.8% | +3.2% |
| 3Y | +110.9% | +90.2% | +20.7% | +110.1% |
| 5Y | +124.8% | +215.0% | -90.2% | +122.8% |
| All | +225.3% | +426.3% | -200.9% | +221.5% |
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