-20.6%
PFE vs GLDM
+126.2%
-146.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.0% |
| 7D | -0.2% | +1.9% | -2.1% | -0.4% |
| 30D | +8.7% | -1.7% | +10.3% | +8.7% |
| 3M | +15.8% | -3.5% | +19.3% | +16.0% |
| 6M | +16.8% | -10.1% | +26.9% | +17.5% |
| YTD | +26.2% | -5.0% | +31.2% | +26.1% |
| 1Y | +29.9% | +2.8% | +27.2% | +29.2% |
| 3Y | +15.9% | +105.1% | -89.2% | +8.6% |
| 5Y | -20.6% | +124.3% | -144.9% | -31.6% |
| All | -20.6% | +126.2% | -146.8% | -31.6% |
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