+61.7%
PBR vs GLDM
+105.4%
-43.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | -9.1% | -2.0% | -7.2% | -9.0% |
| 30D | -29.9% | -4.4% | -25.5% | -29.6% |
| 3M | +2.3% | -8.8% | +11.1% | +3.2% |
| 6M | -10.9% | -15.9% | +5.0% | -8.8% |
| YTD | +56.9% | -7.7% | +64.6% | +57.5% |
| 1Y | +38.0% | -3.6% | +41.6% | +37.1% |
| All | +61.7% | +105.4% | -43.7% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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