+98.7%
GLDM vs PPG
+2.6%
+96.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.6% | +0.7% | -5.4% | -4.7% |
| 30D | -5.5% | +17.6% | -23.0% | -7.6% |
| 3M | -10.9% | +7.5% | -18.3% | -11.8% |
| 6M | -17.3% | +17.6% | -35.0% | -19.2% |
| YTD | -10.2% | +22.6% | -32.7% | -12.2% |
| 1Y | -6.9% | +28.0% | -34.9% | -9.2% |
| 3Y | +98.7% | +1.8% | +96.9% | +92.2% |
| All | +98.7% | +2.6% | +96.1% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling