+219.4%
GLDM vs BBWI
-9.0%
+228.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.8% |
| 7D | +4.7% | -6.2% | +10.9% | +4.7% |
| 30D | -0.9% | +19.9% | -20.8% | -0.9% |
| 3M | -4.3% | +7.1% | -11.5% | -4.3% |
| 6M | -13.4% | +13.7% | -27.1% | -13.5% |
| YTD | -5.8% | +9.6% | -15.4% | -5.9% |
| 1Y | +2.1% | -1.6% | +3.7% | +1.9% |
| 3Y | +105.0% | -25.9% | +130.9% | +105.1% |
| 5Y | +122.5% | -67.8% | +190.3% | +122.8% |
| All | +219.4% | -9.0% | +228.4% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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