+276.9%
PM vs GLDM
+219.1%
+57.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -5.2% | +4.7% | -9.9% | -5.6% |
| 30D | +2.7% | -0.9% | +3.6% | +2.7% |
| 3M | +6.1% | -4.3% | +10.4% | +6.4% |
| 6M | +18.0% | -13.4% | +31.4% | +19.8% |
| YTD | +26.6% | -5.8% | +32.4% | +26.2% |
| 1Y | +36.7% | +2.1% | +34.6% | +34.5% |
| 3Y | +146.0% | +105.0% | +41.0% | +116.1% |
| 5Y | +164.1% | +122.5% | +41.6% | +127.2% |
| All | +276.9% | +219.1% | +57.8% | +238.9% |
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