+249.0%
PCAR vs GLDM
+219.0%
+30.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.4% | +3.8% |
| 7D | +3.7% | -0.3% | +3.9% | +3.7% |
| 30D | -2.9% | -1.9% | -1.1% | -2.8% |
| 3M | -21.7% | -0.4% | -21.3% | -21.7% |
| 6M | -6.6% | -10.1% | +3.4% | -6.1% |
| YTD | -2.2% | -5.8% | +3.6% | -1.3% |
| 1Y | +12.2% | +3.1% | +9.1% | +13.5% |
| 3Y | +36.5% | +103.4% | -66.9% | +37.0% |
| 5Y | +113.5% | +125.5% | -12.0% | +111.3% |
| All | +249.0% | +219.0% | +30.0% | +270.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling