+248.5%
GLDM vs CDW
+105.7%
+142.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -0.5% | +3.2% | -3.7% | -0.5% |
| 30D | +4.4% | +9.3% | -4.9% | +4.6% |
| 3M | -1.1% | +9.8% | -10.9% | -0.9% |
| 6M | -13.7% | +23.3% | -37.0% | -13.4% |
| YTD | +2.8% | +13.7% | -10.9% | +3.1% |
| 1Y | +24.8% | -6.5% | +31.3% | +25.2% |
| 3Y | +127.8% | -25.2% | +153.1% | +128.4% |
| 5Y | +141.1% | -19.5% | +160.6% | +141.5% |
| All | +248.5% | +105.7% | +142.8% | +255.4% |
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 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