+225.3%
GLDM vs WTW
+139.6%
+85.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +1.9% |
| 7D | +5.0% | +0.5% | +4.5% | +5.0% |
| 30D | -1.3% | +10.4% | -11.7% | -1.6% |
| 3M | -4.7% | -4.8% | +0.1% | -4.6% |
| 6M | -12.4% | +28.5% | -40.8% | -13.1% |
| YTD | -4.1% | +0.5% | -4.6% | -4.0% |
| 1Y | +3.3% | +1.6% | +1.7% | +3.4% |
| 3Y | +110.9% | +42.5% | +68.4% | +106.8% |
| 5Y | +124.8% | +49.8% | +75.0% | +119.1% |
| All | +225.3% | +139.6% | +85.8% | +206.1% |
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