+21.4%
PFE vs GLDM
+248.1%
-226.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | +10.2% | +4.4% | +5.8% | +9.9% |
| 3M | +12.7% | -1.1% | +13.7% | +12.6% |
| 6M | +10.5% | -13.7% | +24.2% | +11.3% |
| YTD | +20.2% | +2.8% | +17.4% | +19.7% |
| 1Y | +24.1% | +24.8% | -0.8% | +21.9% |
| 3Y | -3.6% | +127.8% | -131.4% | -9.0% |
| 5Y | -20.9% | +141.1% | -162.0% | -26.4% |
| All | +21.4% | +248.1% | -226.8% | +23.2% |
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 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