+596.2%
PH vs GLDM
+248.1%
+348.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -3.1% | -0.5% | -2.5% | -3.0% |
| 30D | -3.2% | +4.4% | -7.7% | -3.6% |
| 3M | +10.6% | -1.1% | +11.6% | +10.6% |
| 6M | -2.1% | -13.7% | +11.5% | -1.5% |
| YTD | +10.2% | +2.8% | +7.4% | +10.2% |
| 1Y | +28.2% | +24.8% | +3.4% | +27.2% |
| 3Y | +134.9% | +127.8% | +7.1% | +124.3% |
| 5Y | +253.6% | +141.1% | +112.5% | +231.2% |
| All | +596.2% | +248.1% | +348.1% | +617.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling