+204.7%
GLDM vs PBF
+101.3%
+103.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | -4.6% | +6.5% | -11.1% | -4.6% |
| 30D | -5.5% | -20.0% | +14.5% | -5.5% |
| 3M | -10.9% | -3.3% | -7.5% | -10.9% |
| 6M | -17.3% | +76.8% | -94.1% | -17.2% |
| YTD | -10.2% | +168.9% | -179.1% | -10.2% |
| 1Y | -6.9% | +96.4% | -103.3% | -6.9% |
| 3Y | +98.7% | +77.2% | +21.5% | +98.3% |
| 5Y | +106.7% | +417.7% | -311.0% | +109.3% |
| All | +204.7% | +101.3% | +103.4% | +203.6% |
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