+2.1%
GLDM vs PRU
+19.8%
-17.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.4% |
| 7D | +4.7% | +2.4% | +2.3% | +4.3% |
| 30D | -0.9% | +6.1% | -7.0% | -1.6% |
| 3M | -4.3% | -0.7% | -3.6% | -4.4% |
| 6M | -13.4% | +22.1% | -35.5% | -15.5% |
| YTD | -5.8% | +9.8% | -15.6% | -9.6% |
| 1Y | +2.1% | +19.4% | -17.3% | -4.5% |
| All | +2.1% | +19.8% | -17.7% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling