+0.6%
GLDM vs PPG
+33.3%
-32.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.2% |
| 7D | +5.0% | +0.3% | +4.6% | +4.8% |
| 30D | -1.3% | +20.5% | -21.8% | -6.5% |
| 3M | -4.7% | +5.3% | -10.0% | -6.2% |
| 6M | -12.4% | +15.8% | -28.2% | -16.4% |
| YTD | -4.1% | +24.6% | -28.6% | -9.9% |
| All | +0.6% | +33.3% | -32.7% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling