+222.0%
GLDM vs PFGC
+196.0%
+25.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.9% | +12.5% | -10.6% | +1.7% |
| 30D | -1.7% | +17.0% | -18.6% | -1.9% |
| 3M | -3.5% | -2.1% | -1.5% | -3.6% |
| 6M | -10.1% | +25.9% | -36.0% | -10.4% |
| YTD | -5.0% | +22.0% | -27.0% | -5.3% |
| 1Y | +2.8% | +14.8% | -12.1% | +2.5% |
| 3Y | +105.1% | +80.8% | +24.3% | +103.8% |
| 5Y | +124.3% | +126.0% | -1.7% | +122.6% |
| All | +222.0% | +196.0% | +25.9% | +225.9% |
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 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