+222.0%
GLDM vs PTC
+108.9%
+113.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -1.7% | +0.8% | -2.5% | -1.7% |
| 3M | -3.5% | +39.6% | -43.1% | -4.2% |
| 6M | -10.1% | +41.5% | -51.5% | -10.7% |
| YTD | -5.0% | +11.7% | -16.8% | -5.2% |
| 1Y | +2.8% | +2.4% | +0.3% | +2.8% |
| 3Y | +105.1% | +31.9% | +73.2% | +103.1% |
| 5Y | +124.3% | +54.5% | +69.8% | +120.5% |
| All | +222.0% | +108.9% | +113.1% | +208.4% |
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 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