+248.5%
GLDM vs PFGC
+166.2%
+82.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -0.5% | -2.2% | +1.7% | -0.5% |
| 30D | +4.4% | -11.9% | +16.3% | +4.5% |
| 3M | -1.1% | +5.0% | -6.1% | -1.1% |
| 6M | -13.7% | +8.6% | -22.3% | -13.8% |
| YTD | +2.8% | +9.7% | -6.9% | +2.6% |
| 1Y | +24.8% | -6.3% | +31.1% | +24.8% |
| 3Y | +127.8% | +58.2% | +69.6% | +126.8% |
| 5Y | +141.1% | +110.4% | +30.7% | +139.6% |
| All | +248.5% | +166.2% | +82.3% | +253.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling