+104.9%
GLDM vs PR
+69.4%
+35.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.5% | +10.2% | +3.8% |
| 7D | -0.3% | -12.1% | +11.8% | 0.0% |
| 30D | -1.9% | +0.9% | -2.8% | -2.0% |
| 3M | -0.4% | +10.1% | -10.5% | -0.8% |
| 6M | -10.1% | +1.1% | -11.2% | -10.2% |
| YTD | -5.8% | +63.7% | -69.5% | -8.4% |
| 1Y | +3.1% | +87.0% | -83.9% | -0.3% |
| All | +104.9% | +69.4% | +35.6% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling