+219.3%
GLDM vs IWD
+160.7%
+58.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.4% |
| 7D | -0.3% | +2.5% | -2.8% | -0.5% |
| 30D | -1.9% | +6.0% | -7.8% | -2.4% |
| 3M | -0.4% | +3.8% | -4.2% | -0.8% |
| 6M | -10.1% | +16.3% | -26.4% | -11.3% |
| YTD | -5.8% | +27.5% | -33.3% | -7.7% |
| 1Y | +3.1% | +32.8% | -29.7% | +0.8% |
| 3Y | +103.4% | +84.3% | +19.1% | +94.8% |
| 5Y | +125.5% | +75.7% | +49.8% | +115.8% |
| All | +219.3% | +160.7% | +58.6% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling