+765.0%
PLTR vs GLDM
+104.2%
+660.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -17.1% |
| 3M | +2.9% | -4.3% | +7.2% | +4.2% |
| 6M | +19.9% | -13.4% | +33.3% | +24.5% |
| YTD | -9.8% | -5.8% | -4.0% | -7.6% |
| 1Y | -8.4% | +2.1% | -10.4% | -7.2% |
| 3Y | +765.0% | +105.0% | +660.0% | +548.3% |
| All | +765.0% | +104.2% | +660.9% | +548.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling