+150.3%
ITW vs GLDM
+204.0%
-53.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | +0.5% | -5.5% | +6.0% | +0.9% |
| 30D | +7.7% | -7.0% | +14.7% | +8.3% |
| 3M | -1.3% | -12.3% | +11.0% | -0.4% |
| 6M | +15.5% | -17.9% | +33.4% | +17.2% |
| YTD | +18.6% | -10.3% | +28.9% | +19.8% |
| 1Y | +19.8% | -7.8% | +27.6% | +20.8% |
| 3Y | +32.5% | +99.5% | -67.0% | +26.5% |
| 5Y | +35.3% | +106.5% | -71.1% | +27.2% |
| All | +150.3% | +204.0% | -53.7% | +169.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling