-2.1%
GLDM vs GWW
+55.9%
-58.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.4% | -2.9% |
| 7D | +2.9% | +5.5% | -2.7% | +1.8% |
| 30D | -3.9% | +14.4% | -18.3% | -6.1% |
| 3M | -8.1% | +13.7% | -21.9% | -10.2% |
| 6M | -14.7% | +20.1% | -34.8% | -18.5% |
| YTD | -6.6% | +47.1% | -53.7% | -14.6% |
| 1Y | -2.1% | +56.2% | -58.3% | -10.4% |
| All | -2.1% | +55.9% | -58.0% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling