+58.0%
PGR vs GLDM
+106.4%
-48.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +1.7% |
| 7D | +1.2% | +2.9% | -1.7% | +1.4% |
| 30D | +6.6% | -3.9% | +10.5% | +6.2% |
| 3M | +8.4% | -8.1% | +16.5% | +7.7% |
| 6M | +19.6% | -14.7% | +34.3% | +18.6% |
| YTD | +8.4% | -6.6% | +15.0% | +8.2% |
| 1Y | +13.5% | -2.1% | +15.5% | +13.5% |
| 3Y | +58.0% | +107.7% | -49.6% | +71.9% |
| All | +58.0% | +106.4% | -48.4% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling