+273.7%
PM vs GLDM
+219.1%
+54.6%
-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 | +5.2% | -4.3% | +9.5% | +5.5% |
| 6M | +17.0% | -13.4% | +30.4% | +18.8% |
| YTD | +25.5% | -5.8% | +31.3% | +25.2% |
| 1Y | +35.5% | +2.1% | +33.5% | +33.4% |
| 3Y | +143.9% | +105.0% | +38.9% | +114.3% |
| 5Y | +161.8% | +122.5% | +39.3% | +125.2% |
| All | +273.7% | +219.1% | +54.6% | +236.0% |
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