+121.8%
GLDM vs BWA
+26.5%
+95.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.0% |
| 7D | +4.7% | -5.5% | +10.1% | +5.1% |
| 30D | -0.9% | -21.7% | +20.9% | +0.9% |
| 3M | -4.3% | -25.6% | +21.3% | -2.3% |
| 6M | -13.4% | -17.4% | +4.0% | -12.0% |
| YTD | -5.8% | +9.2% | -15.0% | -5.4% |
| 1Y | +2.1% | +9.7% | -7.7% | +2.5% |
| 3Y | +105.0% | +54.6% | +50.4% | +104.0% |
| All | +121.8% | +26.5% | +95.3% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling