+225.3%
GLDM vs WCC
+437.6%
-212.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.3% | +1.6% |
| 7D | +5.0% | -5.7% | +10.7% | +5.1% |
| 30D | -1.3% | -13.5% | +12.2% | -0.9% |
| 3M | -4.7% | -12.9% | +8.2% | -4.3% |
| 6M | -12.4% | -10.7% | -1.7% | -12.2% |
| YTD | -4.1% | +30.0% | -34.0% | -4.8% |
| 1Y | +3.3% | +24.7% | -21.4% | +2.6% |
| 3Y | +110.9% | +136.6% | -25.6% | +106.2% |
| 5Y | +124.8% | +143.9% | -19.1% | +118.5% |
| All | +225.3% | +437.6% | -212.2% | +195.7% |
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