+154.8%
PGR vs GLDM
+141.3%
+13.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -2.0% |
| 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% | +1.8% |
| YTD | +0.5% | +1.0% | -0.5% | +0.8% |
| 1Y | -6.9% | +19.7% | -26.7% | -6.3% |
| 3Y | +73.2% | +126.5% | -53.3% | +78.8% |
| 5Y | +154.8% | +142.5% | +12.3% | +155.3% |
| All | +154.8% | +141.3% | +13.5% | +155.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling