-10.1%
GLDM vs BBWI
+21.4%
-31.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.2% | +7.0% | +1.0% |
| 7D | +1.9% | -3.1% | +5.0% | +1.9% |
| 30D | -1.7% | +23.1% | -24.8% | -2.1% |
| 3M | -3.5% | +7.3% | -10.8% | -3.4% |
| 6M | -10.1% | +22.6% | -32.7% | -12.3% |
| All | -10.1% | +21.4% | -31.5% | -12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling