+125.5%
GLDM vs PRU
+42.5%
+83.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -2.9% | +3.6% |
| 7D | -0.3% | +9.8% | -10.0% | -0.4% |
| 30D | -1.9% | +11.6% | -13.4% | -2.0% |
| 3M | -0.4% | +3.7% | -4.1% | -0.5% |
| 6M | -10.1% | +33.0% | -43.0% | -10.3% |
| YTD | -5.8% | +16.6% | -22.4% | -6.2% |
| 1Y | +3.1% | +26.9% | -23.8% | +2.7% |
| 3Y | +103.4% | +55.7% | +47.7% | +102.0% |
| 5Y | +125.5% | +44.5% | +81.0% | +123.9% |
| All | +125.5% | +42.5% | +83.0% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling