+213.0%
GLDM vs WCC
+455.9%
-242.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.3% |
| 7D | -2.0% | +3.3% | -5.3% | -2.1% |
| 30D | -4.4% | -9.4% | +5.0% | -4.2% |
| 3M | -8.8% | -10.5% | +1.7% | -8.6% |
| 6M | -15.9% | -10.4% | -5.5% | -15.7% |
| YTD | -7.7% | +34.4% | -42.1% | -8.5% |
| 1Y | -3.6% | +27.7% | -31.3% | -4.4% |
| 3Y | +105.2% | +137.9% | -32.7% | +100.4% |
| 5Y | +112.8% | +147.0% | -34.3% | +106.6% |
| All | +213.0% | +455.9% | -242.8% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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