+107.0%
GLDM vs TW
+41.2%
+65.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -4.6% | +3.9% | -8.5% | -4.7% |
| 30D | -5.5% | +19.9% | -25.4% | -5.7% |
| 3M | -10.9% | +25.9% | -36.8% | -11.2% |
| 6M | -17.3% | +21.1% | -38.5% | -17.6% |
| YTD | -10.2% | +23.9% | -34.1% | -10.7% |
| 1Y | -6.9% | +21.2% | -28.2% | -7.4% |
| 3Y | +98.7% | +44.8% | +53.9% | +95.5% |
| All | +107.0% | +41.2% | +65.7% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling