+127.2%
PG vs GLDM
+245.4%
-118.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -3.4% | +0.2% | -3.5% | -3.4% |
| 30D | -2.6% | +0.3% | -2.8% | -2.6% |
| 3M | -3.3% | +3.3% | -6.6% | -3.7% |
| 6M | -6.7% | -14.5% | +7.8% | -5.4% |
| YTD | +1.7% | +1.9% | -0.2% | +1.3% |
| 1Y | -7.9% | +21.1% | -29.0% | -10.0% |
| 3Y | +0.9% | +128.6% | -127.7% | -9.0% |
| 5Y | +12.6% | +143.8% | -131.1% | -0.1% |
| All | +127.2% | +245.4% | -118.1% | +112.6% |
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 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