+129.7%
GLDM vs PFGC
+60.5%
+69.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -0.5% | -2.2% | +1.7% | -0.4% |
| 30D | +4.4% | -11.9% | +16.3% | +5.2% |
| 3M | -1.1% | +5.0% | -6.1% | -1.5% |
| 6M | -13.7% | +8.6% | -22.3% | -14.4% |
| YTD | +2.8% | +9.7% | -6.9% | +2.0% |
| 1Y | +24.8% | -6.3% | +31.1% | +24.3% |
| All | +129.7% | +60.5% | +69.2% | +121.6% |
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