+125.5%
GLDM vs PENG
+72.0%
+53.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.1% | +12.8% | +3.9% |
| 7D | -0.3% | -20.5% | +20.2% | +0.3% |
| 30D | -1.9% | -20.4% | +18.5% | -1.4% |
| 3M | -0.4% | -16.4% | +16.0% | -0.2% |
| 6M | -10.1% | +49.2% | -59.3% | -11.5% |
| YTD | -5.8% | +147.2% | -153.0% | -8.5% |
| 1Y | +3.1% | +124.7% | -121.6% | +0.4% |
| 3Y | +103.4% | +230.3% | -126.9% | +96.8% |
| 5Y | +125.5% | +71.4% | +54.1% | +111.1% |
| All | +125.5% | +72.0% | +53.5% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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