+1,588.2%
PLTR vs GLDM
+113.2%
+1,475.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | -12.9% | +4.7% | -17.5% | -14.2% |
| 30D | -17.4% | -0.9% | -16.5% | -17.2% |
| 3M | +2.9% | -4.3% | +7.2% | +4.2% |
| 6M | +19.9% | -13.4% | +33.3% | +24.7% |
| YTD | -9.8% | -5.8% | -4.0% | -8.3% |
| 1Y | -8.4% | +2.1% | -10.4% | -8.6% |
| 3Y | +765.0% | +105.0% | +660.0% | +588.9% |
| 5Y | +516.8% | +122.5% | +394.4% | +368.4% |
| All | +1,588.2% | +113.2% | +1,475.0% | +1,152.2% |
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