+119.6%
PM vs GLDM
+128.8%
-9.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -4.9% | -0.5% | -4.3% | -4.8% |
| 30D | -3.4% | +4.4% | -7.8% | -3.8% |
| 3M | +5.2% | -1.1% | +6.2% | +5.4% |
| 6M | +3.7% | -13.7% | +17.4% | +5.5% |
| YTD | +15.8% | +2.8% | +13.0% | +14.4% |
| 1Y | +17.4% | +24.8% | -7.5% | +12.3% |
| All | +119.6% | +128.8% | -9.1% | +91.0% |
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 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