+121.8%
GLDM vs PTC
+55.9%
+65.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +4.7% | -0.2% | +4.9% | +4.7% |
| 30D | -0.9% | +0.8% | -1.6% | -0.9% |
| 3M | -4.3% | +32.1% | -36.4% | -4.6% |
| 6M | -13.4% | +42.6% | -56.0% | -13.7% |
| YTD | -5.8% | +12.0% | -17.8% | -5.7% |
| 1Y | +2.1% | +12.2% | -10.1% | +2.2% |
| 3Y | +105.0% | +31.2% | +73.8% | +103.1% |
| All | +121.8% | +55.9% | +65.8% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling