+235.2%
PCAR vs GLDM
+219.1%
+16.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | +0.1% | +4.7% | -4.6% | -0.3% |
| 30D | -4.6% | -0.9% | -3.7% | -4.5% |
| 3M | -22.6% | -4.3% | -18.3% | -22.3% |
| 6M | -12.0% | -13.4% | +1.4% | -11.3% |
| YTD | -6.1% | -5.8% | -0.3% | -5.2% |
| 1Y | +6.3% | +2.1% | +4.3% | +7.5% |
| 3Y | +31.8% | +105.0% | -73.2% | +32.2% |
| 5Y | +104.2% | +122.5% | -18.3% | +102.0% |
| All | +235.2% | +219.1% | +16.2% | +256.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling