+145.9%
GLDM vs GWW
+224.0%
-78.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -0.5% | +1.4% | -1.9% | -0.5% |
| 30D | +4.4% | +3.3% | +1.1% | +4.4% |
| 3M | -1.1% | +2.9% | -4.0% | -1.1% |
| 6M | -13.7% | +15.8% | -29.5% | -13.8% |
| YTD | +2.8% | +32.0% | -29.3% | +2.9% |
| 1Y | +24.8% | +29.9% | -5.1% | +25.0% |
| 3Y | +127.8% | +91.1% | +36.7% | +128.7% |
| All | +145.9% | +224.0% | -78.2% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling