-68.9%
PCG vs GLDM
+219.1%
-288.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -1.6% | +4.7% | -6.3% | -2.5% |
| 30D | +1.4% | -0.9% | +2.3% | +1.6% |
| 3M | -23.4% | -4.3% | -19.1% | -22.8% |
| 6M | -19.4% | -13.4% | -6.0% | -17.1% |
| YTD | -18.5% | -5.8% | -12.7% | -18.7% |
| 1Y | -19.5% | +2.1% | -21.6% | -21.5% |
| 3Y | -21.0% | +105.0% | -126.0% | -38.1% |
| 5Y | +13.7% | +122.5% | -108.8% | -14.4% |
| All | -68.9% | +219.1% | -288.0% | -79.5% |
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