+211.2%
GLDM vs TW
+286.2%
-75.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.7% | +4.2% | +0.4% | +4.5% |
| 30D | -0.9% | +18.9% | -19.8% | -1.6% |
| 3M | -4.3% | +23.8% | -28.1% | -5.2% |
| 6M | -13.4% | +17.0% | -30.4% | -14.0% |
| YTD | -5.8% | +19.2% | -25.0% | -6.8% |
| 1Y | +2.1% | +20.1% | -18.0% | +0.9% |
| 3Y | +105.0% | +40.5% | +64.5% | +100.1% |
| 5Y | +122.5% | +38.0% | +84.4% | +115.4% |
| All | +211.2% | +286.2% | -75.0% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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