+248.5%
GLDM vs WTW
+144.4%
+104.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -0.5% | -2.6% | +2.1% | -0.5% |
| 30D | +4.4% | -1.0% | +5.4% | +4.4% |
| 3M | -1.1% | +29.9% | -31.0% | -1.8% |
| 6M | -13.7% | +10.7% | -24.4% | -13.9% |
| YTD | +2.8% | +2.6% | +0.2% | +2.8% |
| 1Y | +24.8% | +2.8% | +22.1% | +24.9% |
| 3Y | +127.8% | +67.3% | +60.5% | +121.5% |
| 5Y | +141.1% | +56.6% | +84.5% | +134.5% |
| All | +248.5% | +144.4% | +104.0% | +227.7% |
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