+219.3%
GLDM vs CDW
+127.8%
+91.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.7% | -9.0% | +3.8% |
| 7D | -0.3% | +3.7% | -4.0% | -0.3% |
| 30D | -1.9% | +26.0% | -27.9% | -1.6% |
| 3M | -0.4% | +10.1% | -10.5% | -0.3% |
| 6M | -10.1% | +26.1% | -36.1% | -9.7% |
| YTD | -5.8% | +25.9% | -31.7% | -5.5% |
| 1Y | +3.1% | +21.5% | -18.4% | +3.5% |
| 3Y | +103.4% | -15.7% | +119.1% | +104.0% |
| 5Y | +125.5% | -2.3% | +127.8% | +126.1% |
| All | +219.3% | +127.8% | +91.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling