+104.1%
GLDM vs GWW
+92.9%
+11.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | -2.0% | 0.0% | -1.9% | -2.0% |
| 30D | -4.4% | +14.0% | -18.4% | -4.7% |
| 3M | -8.8% | +14.4% | -23.2% | -9.1% |
| 6M | -15.9% | +21.7% | -37.6% | -16.4% |
| YTD | -7.7% | +48.4% | -56.1% | -8.1% |
| 1Y | -3.6% | +58.4% | -62.0% | -3.7% |
| All | +104.1% | +92.9% | +11.2% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling