+204.3%
GLDM vs WTW
+140.9%
+63.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.8% |
| 7D | -5.5% | -2.3% | -3.2% | -5.4% |
| 30D | -7.0% | +10.7% | -17.7% | -7.3% |
| 3M | -12.3% | -3.1% | -9.2% | -12.2% |
| 6M | -17.9% | +31.7% | -49.6% | -18.6% |
| YTD | -10.3% | +1.1% | -11.4% | -10.2% |
| 1Y | -7.8% | +4.1% | -11.8% | -7.8% |
| 3Y | +99.5% | +42.1% | +57.4% | +95.7% |
| 5Y | +106.5% | +52.2% | +54.2% | +101.1% |
| All | +204.3% | +140.9% | +63.4% | +186.2% |
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