+225.3%
GLDM vs PSLV
+193.7%
+31.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.9% | +0.8% |
| 7D | +5.0% | +6.3% | -1.4% | +2.4% |
| 30D | -1.3% | -13.0% | +11.7% | +4.1% |
| 3M | -4.7% | -16.9% | +12.2% | +2.2% |
| 6M | -12.4% | -34.0% | +21.6% | +1.9% |
| YTD | -4.1% | -26.8% | +22.8% | +3.2% |
| 1Y | +3.3% | +7.7% | -4.3% | -5.7% |
| 3Y | +110.9% | +125.3% | -14.3% | +41.0% |
| 5Y | +124.8% | +103.8% | +21.0% | +54.0% |
| All | +225.3% | +193.7% | +31.6% | +81.0% |
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