+46.9%
PM vs GLDM
+2.8%
+44.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.7% |
| 7D | +4.3% | -0.3% | +4.5% | +4.2% |
| 30D | +11.5% | -1.9% | +13.3% | +11.4% |
| 3M | +13.0% | -0.4% | +13.4% | +12.8% |
| 6M | +25.9% | -10.1% | +36.0% | +26.1% |
| YTD | +34.0% | -5.8% | +39.8% | +34.8% |
| 1Y | +46.9% | +3.1% | +43.8% | +44.8% |
| All | +46.9% | +2.8% | +44.1% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling