+242.5%
GLDM vs WTW
+137.6%
+104.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.6% |
| 7D | +0.7% | -2.7% | +3.5% | +0.8% |
| 30D | +0.3% | -5.6% | +6.0% | +0.5% |
| 3M | +0.7% | +26.5% | -25.8% | 0.0% |
| 6M | -15.4% | +8.1% | -23.6% | -15.6% |
| YTD | +1.0% | -0.3% | +1.3% | +1.2% |
| 1Y | +19.7% | -0.9% | +20.6% | +19.9% |
| 3Y | +126.5% | +66.6% | +59.9% | +120.1% |
| 5Y | +142.5% | +54.0% | +88.5% | +135.9% |
| All | +242.5% | +137.6% | +104.9% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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