+110.9%
GLDM vs WCN
+47.6%
+63.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +5.0% | +1.2% | +3.8% | +4.9% |
| 30D | -1.3% | +24.6% | -25.9% | -2.3% |
| 3M | -4.7% | +14.2% | -18.9% | -5.1% |
| 6M | -12.4% | +25.7% | -38.1% | -13.7% |
| YTD | -4.1% | +9.3% | -13.3% | -3.5% |
| 1Y | +3.3% | +15.3% | -12.0% | +2.9% |
| 3Y | +110.9% | +48.6% | +62.4% | +104.8% |
| All | +110.9% | +47.6% | +63.4% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling