+242.5%
GLDM vs PPG
+22.2%
+220.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.6% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +0.3% | -7.8% | +8.1% | +0.8% |
| 3M | +0.7% | -2.2% | +2.9% | +0.8% |
| 6M | -15.4% | +4.1% | -19.6% | -15.6% |
| YTD | +1.0% | +9.1% | -8.1% | +0.7% |
| 1Y | +19.7% | +1.0% | +18.8% | +19.6% |
| 3Y | +126.5% | -13.3% | +139.8% | +126.8% |
| 5Y | +142.5% | -19.2% | +161.7% | +142.1% |
| All | +242.5% | +22.2% | +220.3% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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