+142.5%
GLD vs PCG
+58.3%
+84.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.3% | -1.0% |
| 7D | -0.5% | -13.9% | +13.3% | +0.3% |
| 30D | +4.4% | -16.9% | +21.3% | +5.6% |
| 3M | -1.1% | -14.7% | +13.6% | -0.2% |
| 6M | -13.8% | -23.8% | +10.0% | -12.3% |
| YTD | +2.6% | -10.5% | +13.1% | +3.3% |
| 1Y | +24.5% | -5.1% | +29.6% | +24.7% |
| 3Y | +125.8% | -11.6% | +137.5% | +126.3% |
| All | +142.5% | +58.3% | +84.2% | +131.0% |
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