+219.4%
GLDM vs WCN
+164.3%
+55.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.7% |
| 7D | +4.7% | +2.9% | +1.7% | +4.5% |
| 30D | -0.9% | +22.1% | -23.0% | -2.0% |
| 3M | -4.3% | +13.2% | -17.5% | -5.0% |
| 6M | -13.4% | +23.7% | -37.1% | -14.6% |
| YTD | -5.8% | +8.7% | -14.5% | -6.2% |
| 1Y | +2.1% | +15.3% | -13.3% | +1.1% |
| 3Y | +105.0% | +46.0% | +59.0% | +100.1% |
| 5Y | +122.5% | +45.9% | +76.6% | +116.9% |
| All | +219.4% | +164.3% | +55.1% | +209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling