+116.5%
GLDM vs CDW
-2.4%
+118.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -2.6% |
| 7D | +2.9% | +13.1% | -10.2% | +3.0% |
| 30D | -3.9% | +19.1% | -23.0% | -3.7% |
| 3M | -8.1% | +24.7% | -32.9% | -7.8% |
| 6M | -14.7% | +63.4% | -78.1% | -13.9% |
| YTD | -6.6% | +26.3% | -32.9% | -6.0% |
| 1Y | -2.1% | +20.6% | -22.6% | -1.4% |
| 3Y | +107.7% | -16.3% | +124.0% | +108.9% |
| 5Y | +116.5% | -3.9% | +120.4% | +116.2% |
| All | +116.5% | -2.4% | +118.8% | +116.2% |
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