+204.7%
GLDM vs PNR
+82.6%
+122.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.6% | +0.3% | -4.9% | -4.6% |
| 30D | -5.5% | +31.7% | -37.2% | -6.3% |
| 3M | -10.9% | +2.6% | -13.5% | -11.0% |
| 6M | -17.3% | -6.4% | -11.0% | -17.3% |
| YTD | -10.2% | -33.4% | +23.3% | -9.5% |
| 1Y | -6.9% | -35.1% | +28.1% | -6.2% |
| 3Y | +98.7% | +17.1% | +81.6% | +97.0% |
| 5Y | +106.7% | -3.5% | +110.3% | +104.3% |
| All | +204.7% | +82.6% | +122.1% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling