-3.6%
GLDM vs TW
+19.9%
-23.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.1% |
| 7D | -2.0% | +2.8% | -4.8% | -1.6% |
| 30D | -4.4% | +18.1% | -22.5% | -2.2% |
| 3M | -8.8% | +25.2% | -34.1% | -5.9% |
| 6M | -15.9% | +19.1% | -35.0% | -13.9% |
| YTD | -7.7% | +21.9% | -29.6% | -4.2% |
| 1Y | -3.6% | +18.9% | -22.5% | -0.3% |
| All | -3.6% | +19.9% | -23.5% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling