+16.0%
PCG vs GLDM
+126.2%
-110.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | 0.0% | +1.9% | -1.9% | -0.3% |
| 30D | +5.8% | -1.7% | +7.5% | +6.1% |
| 3M | -22.8% | -3.5% | -19.2% | -22.4% |
| 6M | -18.4% | -10.1% | -8.3% | -17.1% |
| YTD | -16.9% | -5.0% | -11.8% | -17.4% |
| 1Y | -17.6% | +2.8% | -20.4% | -19.7% |
| 3Y | -20.0% | +105.1% | -125.1% | -36.8% |
| 5Y | +16.0% | +124.3% | -108.3% | -15.0% |
| All | +16.0% | +126.2% | -110.2% | -15.0% |
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