+78.3%
PPL vs GLDM
+221.7%
-143.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.7% |
| 7D | +1.0% | +1.9% | -0.8% | +0.7% |
| 30D | +6.8% | -1.7% | +8.5% | +7.0% |
| 3M | +3.9% | -3.5% | +7.4% | +4.3% |
| 6M | -2.0% | -10.1% | +8.0% | -0.6% |
| YTD | +5.3% | -5.0% | +10.3% | +4.8% |
| 1Y | +2.2% | +2.8% | -0.6% | 0.0% |
| 3Y | +56.7% | +105.1% | -48.4% | +31.2% |
| 5Y | +49.1% | +124.3% | -75.2% | +21.4% |
| All | +78.3% | +221.7% | -143.3% | +34.1% |
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