+746.1%
GLD vs PCG
-35.3%
+781.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.8% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -1.8% | +5.8% | -7.6% | -1.9% |
| 3M | -3.6% | -22.8% | +19.1% | -3.2% |
| 6M | -10.2% | -18.4% | +8.2% | -10.0% |
| YTD | -5.3% | -16.9% | +11.6% | -5.0% |
| 1Y | +2.5% | -17.6% | +20.1% | +2.7% |
| 3Y | +103.2% | -20.0% | +123.2% | +103.7% |
| 5Y | +121.1% | +16.0% | +105.1% | +120.1% |
| 10Y | +201.9% | -76.7% | +278.6% | +209.7% |
| All | +746.1% | -35.3% | +781.4% | +699.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling