+73.2%
PGR vs GLDM
+126.1%
-52.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.9% |
| 7D | -2.6% | +0.7% | -3.3% | -2.5% |
| 30D | -0.2% | +0.3% | -0.5% | -0.2% |
| 3M | +7.4% | +0.7% | +6.7% | +7.6% |
| 6M | +2.1% | -15.4% | +17.6% | +2.2% |
| YTD | +0.5% | +1.0% | -0.5% | +0.5% |
| 1Y | -6.9% | +19.7% | -26.7% | -7.7% |
| 3Y | +73.2% | +126.5% | -53.3% | +55.1% |
| All | +73.2% | +126.1% | -52.9% | +55.1% |
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 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