+35.5%
ITW vs GLDM
+121.8%
-86.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +0.9% | +4.7% | -3.8% | +0.4% |
| 30D | +7.6% | -0.9% | +8.4% | +7.6% |
| 3M | -4.0% | -4.3% | +0.3% | -3.7% |
| 6M | +9.2% | -13.4% | +22.6% | +10.7% |
| YTD | +16.2% | -5.8% | +22.0% | +17.0% |
| 1Y | +17.9% | +2.1% | +15.9% | +18.0% |
| 3Y | +30.6% | +105.0% | -74.4% | +19.1% |
| All | +35.5% | +121.8% | -86.2% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling