+274.6%
PM vs GLDM
+204.0%
+70.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.4% |
| 7D | -2.4% | -5.5% | +3.1% | -1.9% |
| 30D | -1.3% | -7.0% | +5.7% | -0.7% |
| 3M | +6.5% | -12.3% | +18.8% | +7.7% |
| 6M | +7.0% | -17.9% | +24.9% | +9.1% |
| YTD | +25.8% | -10.3% | +36.1% | +26.0% |
| 1Y | +30.9% | -7.8% | +38.7% | +30.5% |
| 3Y | +148.0% | +99.5% | +48.5% | +118.1% |
| 5Y | +161.2% | +106.5% | +54.7% | +126.2% |
| All | +274.6% | +204.0% | +70.6% | +238.2% |
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