+219.4%
GLDM vs GWW
+422.8%
-203.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +4.7% | +6.0% | -1.3% | +4.6% |
| 30D | -0.9% | +14.0% | -14.9% | -1.0% |
| 3M | -4.3% | +12.5% | -16.9% | -4.4% |
| 6M | -13.4% | +23.6% | -37.0% | -13.6% |
| YTD | -5.8% | +43.6% | -49.4% | -6.0% |
| 1Y | +2.1% | +52.5% | -50.4% | +1.9% |
| 3Y | +105.0% | +92.6% | +12.5% | +104.2% |
| 5Y | +122.5% | +219.0% | -96.5% | +120.5% |
| All | +219.4% | +422.8% | -203.4% | +215.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling