+19.3%
PG vs GLDM
-1.4%
+20.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | +4.1% | +2.9% | +1.2% | +4.0% |
| 30D | +12.3% | -3.9% | +16.2% | +12.3% |
| 3M | +15.9% | -8.1% | +24.1% | +16.2% |
| 6M | +16.8% | -14.7% | +31.5% | +18.4% |
| YTD | +21.1% | -6.6% | +27.7% | +20.1% |
| 1Y | +19.3% | -2.1% | +21.3% | +17.8% |
| All | +19.3% | -1.4% | +20.7% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling