+359.1%
PGR vs GLDM
+239.3%
+119.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.3% |
| 7D | -3.4% | -3.4% | 0.0% | -3.5% |
| 30D | +1.8% | -1.1% | +2.9% | +1.8% |
| 3M | +5.9% | +5.9% | +0.1% | +6.0% |
| 6M | +4.6% | -16.9% | +21.5% | +5.0% |
| YTD | +1.1% | +0.2% | +0.9% | +0.9% |
| 1Y | -6.6% | +18.6% | -25.1% | -7.5% |
| 3Y | +74.2% | +124.6% | -50.4% | +66.7% |
| 5Y | +159.5% | +140.6% | +18.9% | +144.5% |
| All | +359.1% | +239.3% | +119.8% | +397.5% |
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