+31.3%
PFE vs GLDM
+219.0%
-187.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.0% | +2.4% |
| 7D | +4.6% | -0.3% | +4.8% | +4.5% |
| 30D | +12.3% | -1.9% | +14.2% | +12.4% |
| 3M | +21.2% | -0.4% | +21.6% | +21.2% |
| 6M | +21.1% | -10.1% | +31.2% | +21.7% |
| YTD | +30.0% | -5.8% | +35.9% | +30.2% |
| 1Y | +35.6% | +3.1% | +32.5% | +35.0% |
| 3Y | +19.5% | +103.4% | -83.9% | +13.4% |
| 5Y | -9.3% | +125.5% | -134.8% | -15.3% |
| All | +31.3% | +219.0% | -187.6% | +34.0% |
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