+219.4%
GLDM vs IWD
+153.0%
+66.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | -0.5% | +5.1% | +4.7% |
| 30D | -0.9% | +2.7% | -3.5% | -1.1% |
| 3M | -4.3% | +0.9% | -5.2% | -4.4% |
| 6M | -13.4% | +10.5% | -23.9% | -14.2% |
| YTD | -5.8% | +23.7% | -29.5% | -7.4% |
| 1Y | +2.1% | +28.7% | -26.7% | +0.1% |
| 3Y | +105.0% | +79.7% | +25.3% | +96.9% |
| 5Y | +122.5% | +69.7% | +52.8% | +113.6% |
| All | +219.4% | +153.0% | +66.4% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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