+204.7%
GLDM vs PSLV
+167.9%
+36.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.0% |
| 7D | -4.6% | -6.3% | +1.7% | -2.1% |
| 30D | -5.5% | -12.7% | +7.2% | -0.3% |
| 3M | -10.9% | -24.7% | +13.9% | -0.6% |
| 6M | -17.3% | -44.6% | +27.3% | +3.1% |
| YTD | -10.2% | -33.3% | +23.1% | +0.2% |
| 1Y | -6.9% | -8.6% | +1.6% | -9.3% |
| 3Y | +98.7% | +108.2% | -9.5% | +37.0% |
| 5Y | +106.7% | +79.1% | +27.6% | +49.0% |
| All | +204.7% | +167.9% | +36.7% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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