+124.8%
GLDM vs PFGC
+135.8%
-11.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.7% |
| 7D | +5.0% | +10.8% | -5.9% | +4.5% |
| 30D | -1.3% | +17.8% | -19.1% | -1.9% |
| 3M | -4.7% | -2.7% | -2.0% | -4.8% |
| 6M | -12.4% | +20.0% | -32.4% | -13.0% |
| YTD | -4.1% | +24.3% | -28.4% | -4.8% |
| 1Y | +3.3% | +13.2% | -9.9% | +2.6% |
| 3Y | +110.9% | +85.9% | +25.0% | +108.0% |
| 5Y | +124.8% | +141.0% | -16.3% | +121.5% |
| All | +124.8% | +135.8% | -11.0% | +121.5% |
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