+148.4%
PM vs GLDM
+105.8%
+42.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.5% | -4.7% |
| 7D | -3.4% | +1.9% | -5.2% | -3.5% |
| 30D | +5.8% | -1.7% | +7.5% | +5.9% |
| 3M | +6.7% | -3.5% | +10.2% | +6.7% |
| 6M | +19.9% | -10.1% | +30.0% | +20.9% |
| YTD | +27.8% | -5.0% | +32.8% | +26.8% |
| 1Y | +39.4% | +2.8% | +36.6% | +36.2% |
| All | +148.4% | +105.8% | +42.5% | +106.3% |
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