-3.6%
GLDM vs BBWI
+1.6%
-5.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -2.0% | -7.7% | +5.8% | -2.0% |
| 30D | -4.4% | +24.8% | -29.2% | -4.2% |
| 3M | -8.8% | +16.2% | -25.1% | -8.7% |
| 6M | -15.9% | +15.8% | -31.7% | -15.9% |
| YTD | -7.7% | +11.4% | -19.1% | -8.4% |
| 1Y | -3.6% | +3.2% | -6.8% | -4.3% |
| All | -3.6% | +1.6% | -5.2% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling