+0.6%
GLDM vs WTW
+2.3%
-1.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +1.8% |
| 7D | +5.0% | +0.5% | +4.5% | +5.0% |
| 30D | -1.3% | +10.4% | -11.7% | -0.8% |
| 3M | -4.7% | -4.8% | +0.1% | -5.1% |
| 6M | -12.4% | +28.5% | -40.8% | -10.2% |
| YTD | -4.1% | +0.5% | -4.6% | -2.5% |
| All | +0.6% | +2.3% | -1.7% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling