-65.9%
PCG vs GLDM
+248.1%
-314.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | -13.9% | -0.5% | -13.3% | -13.8% |
| 30D | -16.9% | +4.4% | -21.3% | -17.6% |
| 3M | -14.7% | -1.1% | -13.7% | -14.6% |
| 6M | -23.8% | -13.7% | -10.2% | -21.5% |
| YTD | -10.5% | +2.8% | -13.3% | -12.3% |
| 1Y | -5.1% | +24.8% | -30.0% | -11.9% |
| 3Y | -11.6% | +127.8% | -139.4% | -32.4% |
| 5Y | +59.0% | +141.1% | -82.1% | +17.9% |
| All | -65.9% | +248.1% | -314.0% | -77.9% |
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