+248.5%
GLDM vs PRU
+90.2%
+158.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -0.5% | +1.9% | -2.4% | -0.5% |
| 30D | +4.4% | +2.7% | +1.7% | +4.4% |
| 3M | -1.1% | +19.5% | -20.5% | -0.9% |
| 6M | -13.7% | +26.6% | -40.3% | -13.5% |
| YTD | +2.8% | +12.3% | -9.6% | +2.8% |
| 1Y | +24.8% | +18.0% | +6.8% | +25.0% |
| 3Y | +127.8% | +47.0% | +80.8% | +128.8% |
| 5Y | +141.1% | +48.4% | +92.7% | +142.7% |
| All | +248.5% | +90.2% | +158.3% | +233.6% |
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