+19.8%
ITW vs GLDM
-6.3%
+26.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.2% |
| 7D | +0.5% | -5.5% | +6.0% | +1.3% |
| 30D | +7.7% | -7.0% | +14.7% | +8.7% |
| 3M | -1.3% | -12.3% | +11.0% | +0.4% |
| 6M | +15.5% | -17.9% | +33.4% | +19.0% |
| YTD | +18.6% | -10.3% | +28.9% | +22.2% |
| 1Y | +19.8% | -7.8% | +27.6% | +23.1% |
| All | +19.8% | -6.3% | +26.2% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling