+106.7%
GLDM vs BWA
+47.7%
+58.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.7% | +6.5% | +1.5% |
| 7D | +1.9% | -10.8% | +12.7% | +3.2% |
| 30D | -1.7% | -25.0% | +23.3% | +1.6% |
| 3M | -3.5% | -28.6% | +25.1% | +0.1% |
| 6M | -10.1% | -16.6% | +6.5% | -7.7% |
| YTD | -5.0% | +6.3% | -11.4% | -4.3% |
| 1Y | +2.8% | +7.2% | -4.4% | +3.6% |
| All | +106.7% | +47.7% | +58.9% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling