+219.4%
GLDM vs WTW
+140.9%
+78.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | +4.7% | +1.4% | +3.3% | +4.6% |
| 30D | -0.9% | +13.1% | -14.0% | -1.2% |
| 3M | -4.3% | -3.0% | -1.4% | -4.3% |
| 6M | -13.4% | +31.2% | -44.6% | -14.1% |
| YTD | -5.8% | +1.1% | -6.9% | -5.7% |
| 1Y | +2.1% | +3.4% | -1.4% | +2.0% |
| 3Y | +105.0% | +44.7% | +60.3% | +100.9% |
| 5Y | +122.5% | +52.0% | +70.5% | +116.7% |
| All | +219.4% | +140.9% | +78.4% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling