-6.8%
PGR vs GLDM
+19.9%
-26.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -0.6% | -2.0% | +1.4% | -0.9% |
| 30D | +4.9% | -1.5% | +6.5% | +4.7% |
| 3M | +7.6% | +3.3% | +4.3% | +8.3% |
| 6M | +8.3% | -16.2% | +24.4% | +7.4% |
| YTD | +1.7% | +0.7% | +1.0% | +3.7% |
| 1Y | -6.8% | +19.4% | -26.3% | -2.0% |
| All | -6.8% | +19.9% | -26.8% | -2.0% |
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 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