+219.4%
GLDM vs CDW
+111.9%
+107.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | +4.7% | +2.1% | +2.6% | +4.7% |
| 30D | -0.9% | +14.7% | -15.6% | -0.7% |
| 3M | -4.3% | +11.1% | -15.4% | -4.2% |
| 6M | -13.4% | +45.6% | -59.0% | -12.9% |
| YTD | -5.8% | +17.1% | -22.9% | -5.5% |
| 1Y | +2.1% | +13.2% | -11.1% | +2.4% |
| 3Y | +105.0% | -22.2% | +127.2% | +105.5% |
| 5Y | +122.5% | -10.1% | +132.6% | +122.9% |
| All | +219.4% | +111.9% | +107.5% | +225.8% |
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