+106.7%
GLDM vs PRU
+50.4%
+56.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +0.9% |
| 7D | +1.9% | +4.8% | -2.9% | +1.8% |
| 30D | -1.7% | +7.9% | -9.5% | -1.9% |
| 3M | -3.5% | +3.1% | -6.6% | -3.6% |
| 6M | -10.1% | +25.2% | -35.3% | -10.3% |
| YTD | -5.0% | +12.7% | -17.8% | -5.7% |
| 1Y | +2.8% | +23.5% | -20.7% | +2.3% |
| All | +106.7% | +50.4% | +56.3% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling