+219.4%
GLDM vs NWSA
+85.6%
+133.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | -9.4% | +14.1% | +4.7% |
| 30D | -0.9% | -7.8% | +6.9% | -0.8% |
| 3M | -4.3% | -10.8% | +6.5% | -4.2% |
| 6M | -13.4% | +1.0% | -14.4% | -13.4% |
| YTD | -5.8% | +1.8% | -7.6% | -5.9% |
| 1Y | +2.1% | +6.0% | -3.9% | +1.9% |
| 3Y | +105.0% | +24.6% | +80.5% | +104.3% |
| 5Y | +122.5% | +13.1% | +109.4% | +120.5% |
| All | +219.4% | +85.6% | +133.8% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling