+248.5%
GLDM vs PTC
+51.4%
+197.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.1% | -0.8% |
| 7D | -0.5% | -10.3% | +9.7% | -0.3% |
| 30D | +4.4% | +1.1% | +3.3% | +4.4% |
| 3M | -1.1% | +1.6% | -2.7% | -1.1% |
| 6M | -13.7% | -13.5% | -0.2% | -13.4% |
| YTD | +2.8% | -19.1% | +21.8% | +3.2% |
| 1Y | +24.8% | -33.9% | +58.7% | +26.1% |
| 3Y | +127.8% | -3.9% | +131.7% | +126.9% |
| 5Y | +141.1% | +6.0% | +135.1% | +138.8% |
| All | +248.5% | +51.4% | +197.1% | +235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling