-7.8%
GLDM vs BWA
+12.4%
-20.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -5.5% | +7.3% | -12.8% | -6.8% |
| 30D | -7.0% | -15.8% | +8.8% | -3.9% |
| 3M | -12.3% | -25.7% | +13.5% | -7.3% |
| 6M | -17.9% | -19.6% | +1.7% | -14.2% |
| YTD | -10.3% | +14.1% | -24.3% | -12.3% |
| 1Y | -7.8% | +12.2% | -19.9% | -9.8% |
| All | -7.8% | +12.4% | -20.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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