+109.2%
PCAR vs GLDM
+126.2%
-17.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | +2.2% | +1.9% | +0.3% | +1.9% |
| 30D | -4.4% | -1.7% | -2.7% | -4.3% |
| 3M | -21.4% | -3.5% | -17.9% | -21.2% |
| 6M | -7.3% | -10.1% | +2.7% | -6.7% |
| YTD | -3.8% | -5.0% | +1.3% | -2.4% |
| 1Y | +6.3% | +2.8% | +3.5% | +8.1% |
| 3Y | +34.4% | +105.1% | -70.7% | +35.3% |
| 5Y | +109.2% | +124.3% | -15.1% | +96.0% |
| All | +109.2% | +126.2% | -17.0% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling