+145.9%
GLDM vs PFG
+110.8%
+35.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.9% |
| 7D | -0.5% | +5.5% | -6.1% | -0.7% |
| 30D | +4.4% | +2.4% | +2.0% | +4.3% |
| 3M | -1.1% | +13.6% | -14.6% | -1.3% |
| 6M | -13.7% | +27.9% | -41.6% | -14.1% |
| YTD | +2.8% | +35.6% | -32.8% | +2.2% |
| 1Y | +24.8% | +48.5% | -23.6% | +24.1% |
| 3Y | +127.8% | +66.9% | +60.9% | +125.8% |
| All | +145.9% | +110.8% | +35.1% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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