+124.8%
GLDM vs PFG
+101.8%
+23.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.2% | +1.7% |
| 7D | +5.0% | +2.3% | +2.7% | +4.9% |
| 30D | -1.3% | +7.6% | -8.9% | -1.5% |
| 3M | -4.7% | +2.5% | -7.2% | -4.8% |
| 6M | -12.4% | +16.6% | -29.0% | -12.8% |
| YTD | -4.1% | +34.1% | -38.1% | -4.7% |
| 1Y | +3.3% | +44.1% | -40.7% | +2.6% |
| 3Y | +110.9% | +86.3% | +24.7% | +108.4% |
| 5Y | +124.8% | +101.6% | +23.2% | +125.9% |
| All | +124.8% | +101.8% | +23.0% | +125.9% |
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