+121.8%
GLDM vs PBF
+407.6%
-285.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +0.1% |
| 7D | +4.7% | -13.8% | +18.4% | +4.9% |
| 30D | -0.9% | -19.6% | +18.7% | -0.6% |
| 3M | -4.3% | +10.3% | -14.6% | -4.6% |
| 6M | -13.4% | +63.4% | -76.8% | -14.5% |
| YTD | -5.8% | +152.6% | -158.4% | -8.7% |
| 1Y | +2.1% | +87.4% | -85.3% | -0.2% |
| 3Y | +105.0% | +63.3% | +41.8% | +99.6% |
| All | +121.8% | +407.6% | -285.9% | +109.2% |
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