+114.9%
GLDM vs PCOR
-10.0%
+124.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +19.7% | -16.0% | +3.5% |
| 7D | -0.3% | +21.8% | -22.1% | -0.5% |
| 30D | -1.9% | +39.5% | -41.4% | -2.1% |
| 3M | -0.4% | +35.2% | -35.6% | -0.7% |
| 6M | -10.1% | +21.7% | -31.8% | -10.4% |
| YTD | -5.8% | +3.9% | -9.8% | -5.9% |
| 1Y | +3.1% | +6.9% | -3.8% | +3.0% |
| 3Y | +103.4% | +44.8% | +58.6% | +101.2% |
| 5Y | +125.5% | -21.9% | +147.5% | +122.0% |
| All | +114.9% | -10.0% | +124.9% | +111.6% |
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 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