+142.5%
GLDM vs PSLV
+153.7%
-11.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +0.7% | +2.7% | -1.9% | -0.3% |
| 30D | +0.3% | +3.5% | -3.1% | -1.1% |
| 3M | +0.7% | +0.3% | +0.4% | +0.2% |
| 6M | -15.4% | -21.0% | +5.6% | -8.6% |
| YTD | +1.0% | -8.9% | +9.9% | -0.4% |
| 1Y | +19.7% | +54.0% | -34.2% | -6.2% |
| 3Y | +126.5% | +175.4% | -48.9% | +36.8% |
| 5Y | +142.5% | +157.7% | -15.2% | +50.1% |
| All | +142.5% | +153.7% | -11.2% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling