+145.9%
GLDM vs PEG
+35.8%
+110.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | +4.4% | -2.4% | +6.8% | +4.8% |
| 3M | -1.1% | -4.8% | +3.7% | -0.4% |
| 6M | -13.7% | -10.7% | -3.0% | -12.2% |
| YTD | +2.8% | -6.7% | +9.4% | +3.8% |
| 1Y | +24.8% | -6.8% | +31.7% | +26.1% |
| 3Y | +127.8% | +34.5% | +93.3% | +116.8% |
| All | +145.9% | +35.8% | +110.1% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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