+222.0%
GLDM vs PRU
+90.9%
+131.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +0.8% |
| 7D | +1.9% | +4.8% | -2.9% | +1.9% |
| 30D | -1.7% | +7.9% | -9.5% | -1.6% |
| 3M | -3.5% | +3.1% | -6.6% | -3.5% |
| 6M | -10.1% | +25.2% | -35.3% | -9.9% |
| YTD | -5.0% | +12.7% | -17.8% | -5.0% |
| 1Y | +2.8% | +23.5% | -20.7% | +2.9% |
| 3Y | +105.1% | +50.6% | +54.5% | +106.0% |
| 5Y | +124.3% | +40.9% | +83.4% | +125.5% |
| All | +222.0% | +90.9% | +131.1% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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