+248.5%
GLDM vs PFG
+191.2%
+57.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.9% |
| 7D | -0.5% | +5.5% | -6.1% | -0.5% |
| 30D | +4.4% | +2.4% | +2.0% | +4.4% |
| 3M | -1.1% | +13.6% | -14.6% | -1.1% |
| 6M | -13.7% | +27.9% | -41.6% | -13.7% |
| YTD | +2.8% | +35.6% | -32.8% | +2.8% |
| 1Y | +24.8% | +48.5% | -23.6% | +25.0% |
| 3Y | +127.8% | +66.9% | +60.9% | +128.2% |
| 5Y | +141.1% | +111.0% | +30.2% | +143.0% |
| All | +248.5% | +191.2% | +57.3% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling