+2.8%
GLDM vs PRU
+22.3%
-19.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.3% |
| 7D | +1.9% | +4.8% | -2.9% | +1.2% |
| 30D | -1.7% | +7.9% | -9.5% | -2.7% |
| 3M | -3.5% | +3.1% | -6.6% | -4.1% |
| 6M | -10.1% | +25.2% | -35.3% | -12.6% |
| YTD | -5.0% | +12.7% | -17.8% | -9.2% |
| 1Y | +2.8% | +23.5% | -20.7% | -4.5% |
| All | +2.8% | +22.3% | -19.6% | -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