+145.9%
GLDM vs NWSA
+40.7%
+105.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.9% |
| 7D | -0.5% | -1.9% | +1.3% | -0.5% |
| 30D | +4.4% | +4.6% | -0.2% | +4.3% |
| 3M | -1.1% | +13.2% | -14.3% | -1.4% |
| 6M | -13.7% | +27.0% | -40.7% | -14.2% |
| YTD | +2.8% | +16.8% | -14.1% | +2.3% |
| 1Y | +24.8% | +4.5% | +20.3% | +24.7% |
| 3Y | +127.8% | +46.2% | +81.6% | +124.1% |
| All | +145.9% | +40.7% | +105.2% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling