+248.5%
GLDM vs PR
+51.5%
+197.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | -0.5% | +2.9% | -3.4% | -0.5% |
| 30D | +4.4% | +18.0% | -13.6% | +4.4% |
| 3M | -1.1% | +16.9% | -17.9% | -1.1% |
| 6M | -13.7% | +28.2% | -41.9% | -13.7% |
| YTD | +2.8% | +69.3% | -66.6% | +2.6% |
| 1Y | +24.8% | +69.5% | -44.7% | +24.7% |
| 3Y | +127.8% | +81.7% | +46.1% | +127.4% |
| 5Y | +141.1% | +422.2% | -281.1% | +142.0% |
| All | +248.5% | +51.5% | +197.0% | +263.5% |
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