+2.8%
GLD vs PCG
-14.1%
+16.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | -0.3% | +1.9% | -2.2% | -0.4% |
| 30D | -1.9% | +8.5% | -10.4% | -2.3% |
| 3M | -0.4% | -22.9% | +22.4% | +0.9% |
| 6M | -10.2% | -16.8% | +6.6% | -9.6% |
| YTD | -6.0% | -15.8% | +9.8% | -2.4% |
| 1Y | +2.8% | -16.0% | +18.8% | +7.8% |
| All | +2.8% | -14.1% | +16.9% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling