+145.9%
GLDM vs CDW
-19.1%
+165.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -0.5% | +3.2% | -3.7% | -0.4% |
| 30D | +4.4% | +9.3% | -4.9% | +4.7% |
| 3M | -1.1% | +9.8% | -10.9% | -0.8% |
| 6M | -13.7% | +23.3% | -37.0% | -13.2% |
| YTD | +2.8% | +13.7% | -10.9% | +3.3% |
| 1Y | +24.8% | -6.5% | +31.3% | +25.4% |
| 3Y | +127.8% | -25.2% | +153.1% | +129.0% |
| All | +145.9% | -19.1% | +165.0% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling