+3.3%
ITW vs GLDM
+20.2%
-16.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -0.4% | +0.7% | -1.2% | -0.5% |
| 30D | -9.4% | +0.3% | -9.8% | -9.5% |
| 3M | +7.1% | +0.7% | +6.4% | +7.0% |
| 6M | -1.9% | -15.4% | +13.6% | -0.1% |
| YTD | +10.4% | +1.0% | +9.4% | +12.5% |
| 1Y | +3.3% | +19.7% | -16.4% | +4.9% |
| All | +3.3% | +20.2% | -16.9% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GLDM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling