-10.1%
GLDM vs PCOR
+27.5%
-37.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +19.7% | -16.0% | +2.3% |
| 7D | -0.3% | +21.8% | -22.1% | -1.6% |
| 30D | -1.9% | +39.5% | -41.4% | -3.7% |
| 3M | -0.4% | +35.2% | -35.6% | -2.0% |
| 6M | -10.1% | +21.7% | -31.8% | -13.6% |
| All | -10.1% | +27.5% | -37.6% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 6mo: compounded portfolio wealth divided by compounded PCOR 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…
6mo analysis · Full analysis span regression · 6 months rolling