-21.5%
PFE vs GLDM
+121.8%
-143.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -3.7% | +4.7% | -8.4% | -4.0% |
| 30D | +5.0% | -0.9% | +5.8% | +5.0% |
| 3M | +12.2% | -4.3% | +16.5% | +12.5% |
| 6M | +14.6% | -13.4% | +28.0% | +15.4% |
| YTD | +24.1% | -5.8% | +29.9% | +24.1% |
| 1Y | +26.6% | +2.1% | +24.5% | +25.9% |
| 3Y | +14.3% | +105.0% | -90.7% | +7.1% |
| All | -21.5% | +121.8% | -143.2% | -32.2% |
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