+134.6%
GLDM vs PCOR
-30.9%
+165.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.9% |
| 7D | -0.5% | -9.0% | +8.4% | -0.5% |
| 30D | +4.4% | +4.2% | +0.2% | +4.4% |
| 3M | -1.1% | +14.4% | -15.5% | -1.2% |
| 6M | -13.7% | +0.2% | -13.8% | -13.8% |
| YTD | +2.8% | -20.3% | +23.0% | +3.0% |
| 1Y | +24.8% | -16.1% | +41.0% | +24.9% |
| 3Y | +127.8% | -14.7% | +142.5% | +126.8% |
| 5Y | +141.1% | -43.2% | +184.3% | +138.8% |
| All | +134.6% | -30.9% | +165.5% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling