+365.0%
PGR vs GLDM
+248.1%
+116.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | +0.1% | -0.5% | +0.7% | +0.1% |
| 30D | +2.9% | +4.4% | -1.5% | +3.0% |
| 3M | +12.1% | -1.1% | +13.2% | +12.2% |
| 6M | +3.7% | -13.7% | +17.3% | +4.1% |
| YTD | +2.4% | +2.8% | -0.4% | +2.2% |
| 1Y | -6.4% | +24.8% | -31.2% | -7.4% |
| 3Y | +76.8% | +127.8% | -51.0% | +69.3% |
| 5Y | +154.3% | +141.1% | +13.2% | +140.4% |
| All | +365.0% | +248.1% | +116.9% | +403.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling