+124.3%
GLDM vs WCC
+116.9%
+7.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.6% | +10.4% | +1.3% |
| 7D | +1.9% | -21.9% | +23.8% | +3.0% |
| 30D | -1.7% | -25.4% | +23.7% | -0.4% |
| 3M | -3.5% | -23.1% | +19.6% | -2.5% |
| 6M | -10.1% | -18.1% | +8.0% | -9.4% |
| YTD | -5.0% | +17.7% | -22.7% | -5.4% |
| 1Y | +2.8% | +12.4% | -9.6% | +2.5% |
| 3Y | +105.1% | +105.9% | -0.8% | +102.4% |
| 5Y | +124.3% | +116.8% | +7.5% | +120.2% |
| All | +124.3% | +116.9% | +7.4% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling