+145.9%
GLDM vs PPG
-16.3%
+162.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | -0.5% | -1.5% | +0.9% | -0.4% |
| 30D | +4.4% | -5.0% | +9.4% | +4.9% |
| 3M | -1.1% | +1.1% | -2.2% | -1.2% |
| 6M | -13.7% | -3.2% | -10.5% | -13.7% |
| YTD | +2.8% | +11.9% | -9.1% | +2.1% |
| 1Y | +24.8% | +5.3% | +19.5% | +24.3% |
| 3Y | +127.8% | -15.0% | +142.8% | +128.5% |
| All | +145.9% | -16.3% | +162.2% | +144.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling