+598.1%
PH vs GLDM
+216.5%
+381.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.1% |
| 7D | +2.1% | +2.9% | -0.7% | +1.8% |
| 30D | +0.3% | -3.9% | +4.2% | +0.6% |
| 3M | -8.8% | -8.1% | -0.7% | -8.2% |
| 6M | +10.0% | -14.7% | +24.7% | +11.3% |
| YTD | +10.5% | -6.6% | +17.1% | +11.4% |
| 1Y | +15.5% | -2.1% | +17.6% | +16.3% |
| 3Y | +136.4% | +107.7% | +28.7% | +127.4% |
| 5Y | +213.6% | +116.5% | +97.1% | +196.1% |
| All | +598.1% | +216.5% | +381.6% | +625.4% |
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