+106.7%
GLDM vs PFGC
+81.0%
+25.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.9% | +12.5% | -10.6% | +0.9% |
| 30D | -1.7% | +17.0% | -18.6% | -2.9% |
| 3M | -3.5% | -2.1% | -1.5% | -3.7% |
| 6M | -10.1% | +25.9% | -36.0% | -11.9% |
| YTD | -5.0% | +22.0% | -27.0% | -6.7% |
| 1Y | +2.8% | +14.8% | -12.1% | +1.1% |
| All | +106.7% | +81.0% | +25.7% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling