-22.3%
PINS vs GLDM
+216.1%
-238.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.1% |
| 7D | -2.1% | +4.7% | -6.7% | -2.6% |
| 30D | -6.6% | -0.9% | -5.8% | -6.6% |
| 3M | -18.7% | -4.3% | -14.4% | -18.4% |
| 6M | -10.4% | -13.4% | +3.0% | -9.0% |
| YTD | -26.8% | -5.8% | -21.0% | -27.8% |
| 1Y | -27.9% | +2.1% | -29.9% | -30.2% |
| 3Y | -38.7% | +105.0% | -143.7% | -53.2% |
| 5Y | -59.0% | +122.5% | -181.5% | -70.6% |
| All | -22.3% | +216.1% | -238.4% | -26.7% |
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