+129.7%
GLDM vs WCC
+124.0%
+5.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.2% |
| 7D | -0.5% | +4.5% | -5.0% | -0.8% |
| 30D | +4.4% | -5.8% | +10.2% | +4.8% |
| 3M | -1.1% | -3.7% | +2.6% | -1.0% |
| 6M | -13.7% | +23.1% | -36.7% | -14.8% |
| YTD | +2.8% | +44.2% | -41.4% | +0.9% |
| 1Y | +24.8% | +62.1% | -37.2% | +22.3% |
| All | +129.7% | +124.0% | +5.7% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling