+214.1%
PSX vs GLDM
+225.0%
-10.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +3.0% |
| 7D | -8.0% | +5.0% | -13.0% | -8.0% |
| 30D | -9.0% | -1.3% | -7.7% | -9.0% |
| 3M | +24.7% | -4.7% | +29.4% | +24.9% |
| 6M | +49.3% | -12.4% | +61.7% | +50.1% |
| YTD | +100.2% | -4.1% | +104.2% | +100.1% |
| 1Y | +88.8% | +3.3% | +85.5% | +88.1% |
| 3Y | +152.5% | +110.9% | +41.5% | +140.6% |
| 5Y | +283.2% | +124.8% | +158.4% | +261.5% |
| All | +214.1% | +225.0% | -10.9% | +230.7% |
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