+133.3%
PG vs GLDM
+248.1%
-114.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +1.9% | -0.5% | +2.4% | +1.9% |
| 30D | -0.2% | +4.4% | -4.6% | -0.6% |
| 3M | +4.8% | -1.1% | +5.9% | +4.9% |
| 6M | -6.1% | -13.7% | +7.6% | -4.8% |
| YTD | +4.5% | +2.8% | +1.7% | +3.9% |
| 1Y | -5.3% | +24.8% | -30.2% | -7.8% |
| 3Y | +2.6% | +127.8% | -125.2% | -7.5% |
| 5Y | +15.6% | +141.1% | -125.6% | +2.7% |
| All | +133.3% | +248.1% | -114.9% | +118.1% |
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