+71.0%
PEP vs GLDM
+221.7%
-150.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +6.7% | +1.9% | +4.8% | +6.5% |
| 30D | +13.5% | -1.7% | +15.2% | +13.6% |
| 3M | +3.9% | -3.5% | +7.5% | +4.1% |
| 6M | -6.0% | -10.1% | +4.1% | -5.2% |
| YTD | +2.5% | -5.0% | +7.5% | +2.3% |
| 1Y | +3.9% | +2.8% | +1.2% | +2.8% |
| 3Y | -4.7% | +105.1% | -109.8% | -16.0% |
| 5Y | +1.1% | +124.3% | -123.2% | -13.2% |
| All | +71.0% | +221.7% | -150.7% | +44.8% |
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