+3.8%
ITW vs GLDM
+22.3%
-18.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -3.6% | -0.5% | -3.0% | -3.5% |
| 30D | -9.1% | +4.4% | -13.6% | -9.6% |
| 3M | +8.2% | -1.1% | +9.3% | +8.4% |
| 6M | -4.8% | -13.7% | +8.9% | -3.3% |
| YTD | +11.0% | +2.8% | +8.3% | +12.9% |
| All | +3.8% | +22.3% | -18.4% | +5.2% |
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