+248.5%
GLDM vs IWD
+152.2%
+96.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -0.5% | -0.3% | -0.3% | -0.5% |
| 30D | +4.4% | +0.6% | +3.8% | +4.3% |
| 3M | -1.1% | +7.2% | -8.3% | -1.7% |
| 6M | -13.7% | +16.2% | -29.9% | -14.8% |
| YTD | +2.8% | +23.3% | -20.6% | +1.0% |
| 1Y | +24.8% | +29.6% | -4.7% | +22.4% |
| 3Y | +127.8% | +70.5% | +57.4% | +119.4% |
| 5Y | +141.1% | +73.5% | +67.7% | +131.4% |
| All | +248.5% | +152.2% | +96.2% | +219.3% |
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