+104.1%
GLDM vs PTC
+29.2%
+74.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -2.0% | +0.5% | -2.4% | -1.9% |
| 30D | -4.4% | +0.9% | -5.3% | -4.4% |
| 3M | -8.8% | +30.4% | -39.2% | -8.5% |
| 6M | -15.9% | +34.4% | -50.3% | -15.4% |
| YTD | -7.7% | +12.6% | -20.3% | -7.1% |
| 1Y | -3.6% | +10.2% | -13.8% | -3.0% |
| All | +104.1% | +29.2% | +74.9% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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