+121.8%
GLDM vs PFGC
+121.6%
+0.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | +4.7% | +8.5% | -3.9% | +4.3% |
| 30D | -0.9% | +15.0% | -15.9% | -1.3% |
| 3M | -4.3% | -6.2% | +1.9% | -4.3% |
| 6M | -13.4% | +15.7% | -29.1% | -13.9% |
| YTD | -5.8% | +19.6% | -25.4% | -6.4% |
| 1Y | +2.1% | +13.2% | -11.1% | +1.4% |
| 3Y | +105.0% | +77.0% | +28.1% | +102.5% |
| All | +121.8% | +121.6% | +0.2% | +118.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling