+124.8%
GLDM vs BBWI
-67.1%
+191.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.9% |
| 7D | +5.0% | -6.2% | +11.1% | +5.0% |
| 30D | -1.3% | +25.5% | -26.8% | -1.3% |
| 3M | -4.7% | +8.0% | -12.7% | -4.7% |
| 6M | -12.4% | +12.7% | -25.1% | -12.4% |
| YTD | -4.1% | +11.6% | -15.7% | -4.2% |
| 1Y | +3.3% | -0.9% | +4.2% | +3.2% |
| 3Y | +110.9% | -22.7% | +133.6% | +111.4% |
| 5Y | +124.8% | -67.2% | +192.0% | +119.0% |
| All | +124.8% | -67.1% | +191.9% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling