+124.3%
GLDM vs WEC
+56.3%
+68.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +1.9% | +3.2% | -1.3% | +1.4% |
| 30D | -1.7% | +14.7% | -16.3% | -3.6% |
| 3M | -3.5% | +10.2% | -13.8% | -5.0% |
| 6M | -10.1% | +4.5% | -14.5% | -10.7% |
| YTD | -5.0% | +15.1% | -20.2% | -7.3% |
| 1Y | +2.8% | +9.4% | -6.6% | +1.2% |
| 3Y | +105.1% | +56.9% | +48.2% | +89.4% |
| 5Y | +124.3% | +54.4% | +69.9% | +110.0% |
| All | +124.3% | +56.3% | +68.0% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 5y: compounded portfolio wealth divided by compounded WEC 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…
5y analysis · Full analysis span regression · 6 months rolling