+129.7%
GLDM vs PTC
-3.9%
+133.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.1% | -1.0% |
| 7D | -0.5% | -10.3% | +9.7% | -0.8% |
| 30D | +4.4% | +1.1% | +3.3% | +4.5% |
| 3M | -1.1% | +1.6% | -2.7% | -1.0% |
| 6M | -13.7% | -13.5% | -0.2% | -13.8% |
| YTD | +2.8% | -19.1% | +21.8% | +2.7% |
| 1Y | +24.8% | -33.9% | +58.7% | +24.9% |
| All | +129.7% | -3.9% | +133.5% | +132.4% |
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