+124.3%
GLDM vs PFGC
+131.9%
-7.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.9% | +12.5% | -10.6% | +1.4% |
| 30D | -1.7% | +17.0% | -18.6% | -2.2% |
| 3M | -3.5% | -2.1% | -1.5% | -3.7% |
| 6M | -10.1% | +25.9% | -36.0% | -10.8% |
| YTD | -5.0% | +22.0% | -27.0% | -5.7% |
| 1Y | +2.8% | +14.8% | -12.1% | +2.1% |
| 3Y | +105.1% | +80.8% | +24.3% | +102.5% |
| 5Y | +124.3% | +126.0% | -1.7% | +120.9% |
| All | +124.3% | +131.9% | -7.6% | +120.9% |
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