+216.8%
GLDM vs IWF
+236.7%
-19.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -2.6% |
| 7D | +2.9% | -2.9% | +5.8% | +3.1% |
| 30D | -3.9% | -10.9% | +7.0% | -2.9% |
| 3M | -8.1% | -8.1% | 0.0% | -7.4% |
| 6M | -14.7% | -7.5% | -7.2% | -14.1% |
| YTD | -6.6% | -3.4% | -3.2% | -6.3% |
| 1Y | -2.1% | -5.0% | +2.9% | -1.6% |
| 3Y | +107.7% | +64.0% | +43.7% | +101.2% |
| 5Y | +116.5% | +56.8% | +59.7% | +108.9% |
| All | +216.8% | +236.7% | -19.9% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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