+280.5%
PM vs GLDM
+221.7%
+58.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 3M | +6.7% | -3.5% | +10.2% | +6.9% |
| 6M | +19.9% | -10.1% | +30.0% | +21.1% |
| YTD | +27.8% | -5.0% | +32.8% | +27.4% |
| 1Y | +39.4% | +2.8% | +36.6% | +37.1% |
| 3Y | +146.9% | +105.1% | +41.8% | +117.0% |
| 5Y | +166.6% | +124.3% | +42.3% | +129.2% |
| All | +280.5% | +221.7% | +58.8% | +241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling