+219.4%
GLDM vs PTEN
-30.9%
+250.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.7% | -25.5% | +30.2% | +4.9% |
| 30D | -0.9% | -11.7% | +10.8% | -0.8% |
| 3M | -4.3% | -0.5% | -3.8% | -4.4% |
| 6M | -13.4% | -12.9% | -0.5% | -13.4% |
| YTD | -5.8% | +67.1% | -72.9% | -6.7% |
| 1Y | +2.1% | +70.5% | -68.5% | +1.1% |
| 3Y | +105.0% | -10.4% | +115.5% | +104.0% |
| 5Y | +122.5% | +23.7% | +98.8% | +121.8% |
| All | +219.4% | -30.9% | +250.3% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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