+219.4%
GLDM vs PBF
+89.1%
+130.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | +4.7% | -13.8% | +18.4% | +4.6% |
| 30D | -0.9% | -19.6% | +18.7% | -0.9% |
| 3M | -4.3% | +10.3% | -14.6% | -4.3% |
| 6M | -13.4% | +63.4% | -76.8% | -13.3% |
| YTD | -5.8% | +152.6% | -158.4% | -5.8% |
| 1Y | +2.1% | +87.4% | -85.3% | +2.0% |
| 3Y | +105.0% | +63.3% | +41.8% | +104.6% |
| 5Y | +122.5% | +412.5% | -290.0% | +125.3% |
| All | +219.4% | +89.1% | +130.3% | +218.3% |
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