+107.0%
GLDM vs WCC
+139.9%
-33.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | -4.6% | +9.9% | -14.6% | -5.0% |
| 30D | -5.5% | -8.4% | +3.0% | -5.2% |
| 3M | -10.9% | -10.3% | -0.5% | -10.6% |
| 6M | -17.3% | -10.5% | -6.9% | -17.1% |
| YTD | -10.2% | +32.2% | -42.3% | -11.0% |
| 1Y | -6.9% | +25.5% | -32.5% | -7.7% |
| 3Y | +98.7% | +134.7% | -36.0% | +95.0% |
| All | +107.0% | +139.9% | -33.0% | +101.8% |
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 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