+213.0%
GLDM vs WCN
+168.8%
+44.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | -2.0% | +0.4% | -2.4% | -2.0% |
| 30D | -4.4% | +25.3% | -29.7% | -5.7% |
| 3M | -8.8% | +15.4% | -24.3% | -9.6% |
| 6M | -15.9% | +27.8% | -43.7% | -17.3% |
| YTD | -7.7% | +10.6% | -18.2% | -8.2% |
| 1Y | -3.6% | +15.8% | -19.4% | -4.5% |
| 3Y | +105.2% | +50.3% | +55.0% | +100.0% |
| 5Y | +112.8% | +46.9% | +65.8% | +107.4% |
| All | +213.0% | +168.8% | +44.3% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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