+216.8%
GLDM vs NWSA
+87.1%
+129.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +2.9% | -9.7% | +12.5% | +2.9% |
| 30D | -3.9% | -8.6% | +4.7% | -3.9% |
| 3M | -8.1% | -6.3% | -1.8% | -8.1% |
| 6M | -14.7% | -1.2% | -13.5% | -14.7% |
| YTD | -6.6% | +2.6% | -9.2% | -6.7% |
| 1Y | -2.1% | 0.0% | -2.1% | -2.1% |
| 3Y | +107.7% | +30.1% | +77.6% | +106.9% |
| 5Y | +116.5% | +18.3% | +98.2% | +114.6% |
| All | +216.8% | +87.1% | +129.6% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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