+219.4%
GLDM vs PNR
+82.1%
+137.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | +4.7% | +2.8% | +1.9% | +4.6% |
| 30D | -0.9% | +31.2% | -32.0% | -1.7% |
| 3M | -4.3% | -2.1% | -2.2% | -4.3% |
| 6M | -13.4% | -14.0% | +0.6% | -13.1% |
| YTD | -5.8% | -33.6% | +27.8% | -5.1% |
| 1Y | +2.1% | -35.2% | +37.2% | +2.9% |
| 3Y | +105.0% | +15.8% | +89.2% | +103.4% |
| 5Y | +122.5% | -1.8% | +124.3% | +119.8% |
| All | +219.4% | +82.1% | +137.3% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling