+248.5%
GLDM vs WCN
+130.0%
+118.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +4.4% | +0.4% | +4.0% | +4.4% |
| 3M | -1.1% | +7.3% | -8.4% | -1.7% |
| 6M | -13.7% | -2.5% | -11.2% | -13.5% |
| YTD | +2.8% | -5.4% | +8.1% | +3.2% |
| 1Y | +24.8% | -8.5% | +33.3% | +25.6% |
| 3Y | +127.8% | +20.8% | +107.0% | +124.9% |
| 5Y | +141.1% | +30.0% | +111.1% | +136.8% |
| All | +248.5% | +130.0% | +118.4% | +240.1% |
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