+222.0%
GLDM vs CDW
+113.8%
+108.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +7.0% | +0.8% |
| 7D | +1.9% | -4.1% | +6.0% | +1.8% |
| 30D | -1.7% | +16.7% | -18.4% | -1.5% |
| 3M | -3.5% | +13.6% | -17.1% | -3.4% |
| 6M | -10.1% | +17.0% | -27.1% | -9.8% |
| YTD | -5.0% | +18.1% | -23.2% | -4.7% |
| 1Y | +2.8% | +10.5% | -7.7% | +3.1% |
| 3Y | +105.1% | -20.9% | +126.0% | +105.6% |
| 5Y | +124.3% | -9.3% | +133.6% | +124.7% |
| All | +222.0% | +113.8% | +108.2% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling