+222.0%
GLDM vs WCN
+168.0%
+54.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.9% | +5.5% | -3.7% | +1.6% |
| 30D | -1.7% | +24.2% | -25.9% | -2.9% |
| 3M | -3.5% | +17.0% | -20.5% | -4.4% |
| 6M | -10.1% | +22.3% | -32.4% | -11.3% |
| YTD | -5.0% | +10.2% | -15.3% | -5.5% |
| 1Y | +2.8% | +16.5% | -13.7% | +1.8% |
| 3Y | +105.1% | +47.1% | +58.0% | +100.2% |
| 5Y | +124.3% | +47.9% | +76.4% | +118.5% |
| All | +222.0% | +168.0% | +54.0% | +211.5% |
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