+106.7%
GLDM vs TW
+39.8%
+66.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.9% |
| 7D | +1.9% | +7.3% | -5.4% | +2.1% |
| 30D | -1.7% | +18.6% | -20.3% | -1.4% |
| 3M | -3.5% | +24.8% | -28.4% | -3.2% |
| 6M | -10.1% | +16.1% | -26.1% | -9.7% |
| YTD | -5.0% | +19.1% | -24.1% | -4.9% |
| 1Y | +2.8% | +22.8% | -20.0% | +2.7% |
| All | +106.7% | +39.8% | +66.9% | +109.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling