+222.0%
GLDM vs PR
+39.3%
+182.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +0.8% |
| 7D | +1.9% | -16.5% | +18.4% | +1.9% |
| 30D | -1.7% | -4.5% | +2.8% | -1.7% |
| 3M | -3.5% | +8.5% | -12.1% | -3.6% |
| 6M | -10.1% | -3.3% | -6.7% | -10.1% |
| YTD | -5.0% | +55.7% | -60.8% | -5.2% |
| 1Y | +2.8% | +82.0% | -79.3% | +2.6% |
| 3Y | +105.1% | +62.5% | +42.7% | +104.8% |
| 5Y | +124.3% | +223.9% | -99.6% | +124.5% |
| All | +222.0% | +39.3% | +182.7% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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