+248.5%
GLDM vs BWA
+92.5%
+156.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.0% |
| 7D | -0.5% | +5.7% | -6.2% | -0.7% |
| 30D | +4.4% | +1.4% | +3.0% | +4.3% |
| 3M | -1.1% | -12.1% | +11.0% | -0.8% |
| 6M | -13.7% | +28.6% | -42.2% | -14.2% |
| YTD | +2.8% | +51.1% | -48.3% | +1.8% |
| 1Y | +24.8% | +55.9% | -31.0% | +23.6% |
| 3Y | +127.8% | +70.1% | +57.7% | +124.9% |
| 5Y | +141.1% | +90.7% | +50.5% | +137.4% |
| All | +248.5% | +92.5% | +156.0% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling