+219.4%
GLDM vs PFGC
+190.1%
+29.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | +4.7% | +8.5% | -3.9% | +4.5% |
| 30D | -0.9% | +15.0% | -15.9% | -1.1% |
| 3M | -4.3% | -6.2% | +1.9% | -4.3% |
| 6M | -13.4% | +15.7% | -29.1% | -13.6% |
| YTD | -5.8% | +19.6% | -25.4% | -6.1% |
| 1Y | +2.1% | +13.2% | -11.1% | +1.8% |
| 3Y | +105.0% | +77.0% | +28.1% | +103.8% |
| 5Y | +122.5% | +121.5% | +1.0% | +120.8% |
| All | +219.4% | +190.1% | +29.2% | +223.4% |
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