+248.5%
GLDM vs PBF
+108.9%
+139.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -0.5% | +4.3% | -4.8% | -0.5% |
| 30D | +4.4% | +22.0% | -17.6% | +4.4% |
| 3M | -1.1% | +74.5% | -75.6% | -0.9% |
| 6M | -13.7% | +67.7% | -81.3% | -13.6% |
| YTD | +2.8% | +179.2% | -176.4% | +2.7% |
| 1Y | +24.8% | +170.0% | -145.2% | +24.8% |
| 3Y | +127.8% | +66.4% | +61.4% | +127.3% |
| 5Y | +141.1% | +764.5% | -623.3% | +146.2% |
| All | +248.5% | +108.9% | +139.5% | +247.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling