+124.3%
GLDM vs IWD
+70.2%
+54.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.4% |
| 7D | +1.9% | -0.9% | +2.8% | +2.1% |
| 30D | -1.7% | +2.6% | -4.3% | -2.2% |
| 3M | -3.5% | +1.2% | -4.8% | -3.8% |
| 6M | -10.1% | +12.1% | -22.2% | -12.1% |
| YTD | -5.0% | +24.1% | -29.2% | -8.7% |
| 1Y | +2.8% | +28.5% | -25.7% | -1.6% |
| 3Y | +105.1% | +79.5% | +25.6% | +86.8% |
| 5Y | +124.3% | +70.3% | +54.0% | +102.5% |
| All | +124.3% | +70.2% | +54.1% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling