+309.9%
PCAR vs GLDM
+248.1%
+61.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | -6.2% | +4.4% | -10.6% | -6.5% |
| 3M | +5.9% | -1.1% | +7.0% | +5.8% |
| 6M | +0.4% | -13.7% | +14.1% | +0.7% |
| YTD | +14.8% | +2.8% | +12.1% | +15.3% |
| 1Y | +30.1% | +24.8% | +5.3% | +31.0% |
| 3Y | +66.7% | +127.8% | -61.2% | +66.3% |
| 5Y | +166.1% | +141.1% | +25.0% | +162.0% |
| All | +309.9% | +248.1% | +61.8% | +333.0% |
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 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