-2.1%
GLDM vs PBF
+82.1%
-84.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.6% | -2.8% |
| 7D | +2.9% | -15.3% | +18.2% | +2.3% |
| 30D | -3.9% | -21.8% | +17.9% | -4.6% |
| 3M | -8.1% | -0.2% | -7.9% | -8.1% |
| 6M | -14.7% | +63.6% | -78.3% | -13.0% |
| YTD | -6.6% | +147.5% | -154.1% | -8.1% |
| 1Y | -2.1% | +69.8% | -71.9% | -4.1% |
| All | -2.1% | +82.1% | -84.2% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling