+112.8%
GLDM vs PEG
+40.7%
+72.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -2.0% | +1.5% | -3.4% | -2.2% |
| 30D | -4.4% | +5.0% | -9.4% | -5.2% |
| 3M | -8.8% | -0.3% | -8.5% | -8.9% |
| 6M | -15.9% | -2.7% | -13.2% | -15.7% |
| YTD | -7.7% | -5.1% | -2.6% | -7.1% |
| 1Y | -3.6% | -8.3% | +4.7% | -2.5% |
| 3Y | +105.2% | +33.0% | +72.2% | +95.6% |
| 5Y | +112.8% | +41.3% | +71.5% | +104.0% |
| All | +112.8% | +40.7% | +72.1% | +104.0% |
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