+3.1%
GLDM vs PFGC
+12.5%
-9.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +13.5% | -9.9% | +1.7% |
| 7D | -0.3% | +13.9% | -14.1% | -2.2% |
| 30D | -1.9% | +18.4% | -20.2% | -4.2% |
| 3M | -0.4% | -2.5% | +2.1% | -0.6% |
| 6M | -10.1% | +26.0% | -36.1% | -14.0% |
| YTD | -5.8% | +21.9% | -27.7% | -8.7% |
| 1Y | +3.1% | +13.4% | -10.3% | -0.1% |
| All | +3.1% | +12.5% | -9.4% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling