+145.9%
GLDM vs PNR
-17.2%
+163.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | -2.4% | +1.8% | -0.4% |
| 30D | +4.4% | -12.8% | +17.2% | +4.9% |
| 3M | -1.1% | -17.0% | +15.9% | -0.4% |
| 6M | -13.7% | -37.4% | +23.8% | -12.3% |
| YTD | +2.8% | -41.6% | +44.4% | +4.4% |
| 1Y | +24.8% | -44.6% | +69.5% | +27.1% |
| 3Y | +127.8% | -12.1% | +139.9% | +127.1% |
| All | +145.9% | -17.2% | +163.1% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling