+204.3%
GLDM vs PFGC
+196.8%
+7.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.8% |
| 7D | -5.5% | +0.3% | -5.8% | -5.5% |
| 30D | -7.0% | +16.1% | -23.1% | -7.2% |
| 3M | -12.3% | +2.4% | -14.7% | -12.4% |
| 6M | -17.9% | +15.7% | -33.6% | -18.1% |
| YTD | -10.3% | +22.3% | -32.6% | -10.5% |
| 1Y | -7.8% | +13.9% | -21.6% | -8.0% |
| 3Y | +99.5% | +80.3% | +19.2% | +98.2% |
| 5Y | +106.5% | +136.1% | -29.6% | +104.8% |
| All | +204.3% | +196.8% | +7.5% | +208.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling