+205.0%
GLDM vs TW
+294.9%
-89.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -2.0% | +2.8% | -4.8% | -2.1% |
| 30D | -4.4% | +18.1% | -22.5% | -5.1% |
| 3M | -8.8% | +25.2% | -34.1% | -9.7% |
| 6M | -15.9% | +19.1% | -35.0% | -16.6% |
| YTD | -7.7% | +21.9% | -29.6% | -8.7% |
| 1Y | -3.6% | +18.9% | -22.5% | -4.5% |
| 3Y | +105.2% | +41.7% | +63.5% | +100.3% |
| 5Y | +112.8% | +40.4% | +72.4% | +105.9% |
| All | +205.0% | +294.9% | -89.9% | +181.3% |
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