+118.6%
GLD vs PCG
+13.7%
+104.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | +4.7% | -1.6% | +6.3% | +4.8% |
| 30D | -0.9% | +1.4% | -2.3% | -1.0% |
| 3M | -4.4% | -23.4% | +19.0% | -2.9% |
| 6M | -13.6% | -19.4% | +5.8% | -12.6% |
| YTD | -6.0% | -18.5% | +12.5% | -4.9% |
| 1Y | +1.8% | -19.5% | +21.3% | +3.0% |
| 3Y | +103.2% | -21.0% | +124.2% | +105.0% |
| All | +118.6% | +13.7% | +104.8% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling