+2.8%
GLDM vs IWD
+29.3%
-26.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +3.2% |
| 7D | +1.9% | -0.9% | +2.8% | +2.6% |
| 30D | -1.7% | +2.6% | -4.3% | -4.3% |
| 3M | -3.5% | +1.2% | -4.8% | -4.9% |
| 6M | -10.1% | +12.1% | -22.2% | -19.6% |
| YTD | -5.0% | +24.1% | -29.2% | -21.0% |
| 1Y | +2.8% | +28.5% | -25.7% | -16.0% |
| All | +2.8% | +29.3% | -26.5% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling