-7.8%
GLDM vs PPG
+30.3%
-38.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.2% |
| 7D | -5.5% | -0.2% | -5.3% | -5.4% |
| 30D | -7.0% | +17.7% | -24.7% | -11.2% |
| 3M | -12.3% | +7.4% | -19.7% | -14.1% |
| 6M | -17.9% | +16.4% | -34.3% | -21.8% |
| YTD | -10.3% | +22.4% | -32.6% | -15.0% |
| 1Y | -7.8% | +28.6% | -36.4% | -12.8% |
| All | -7.8% | +30.3% | -38.0% | -12.8% |
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