+217.0%
GLDM vs TW
+287.8%
-70.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +5.0% | +3.4% | +1.6% | +4.8% |
| 30D | -1.3% | +15.5% | -16.8% | -1.9% |
| 3M | -4.7% | +25.1% | -29.8% | -5.6% |
| 6M | -12.4% | +18.2% | -30.6% | -13.1% |
| YTD | -4.1% | +19.7% | -23.8% | -5.1% |
| 1Y | +3.3% | +18.1% | -14.8% | +2.3% |
| 3Y | +110.9% | +40.5% | +70.4% | +105.9% |
| 5Y | +124.8% | +37.1% | +87.7% | +117.7% |
| All | +217.0% | +287.8% | -70.8% | +192.5% |
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