+122.4%
GLDM vs PBF
+467.1%
-344.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.7% | +10.3% | +3.8% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | -1.9% | -13.7% | +11.9% | -1.7% |
| 3M | -0.4% | +10.6% | -11.0% | -0.7% |
| 6M | -10.1% | +61.2% | -71.2% | -11.1% |
| YTD | -5.8% | +172.7% | -178.6% | -8.8% |
| 1Y | +3.1% | +111.0% | -107.9% | +0.6% |
| 3Y | +103.4% | +73.6% | +29.8% | +97.9% |
| All | +122.4% | +467.1% | -344.7% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling