+228.9%
PSX vs GLDM
+204.4%
+24.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.8% |
| 7D | +7.8% | -4.6% | +12.4% | +7.8% |
| 30D | -10.9% | -5.5% | -5.4% | -10.8% |
| 3M | +14.5% | -10.9% | +25.4% | +14.7% |
| 6M | +56.1% | -17.3% | +73.4% | +56.9% |
| YTD | +109.6% | -10.2% | +119.7% | +109.6% |
| 1Y | +95.5% | -6.9% | +102.5% | +95.2% |
| 3Y | +156.2% | +98.7% | +57.5% | +144.2% |
| 5Y | +310.0% | +106.7% | +203.3% | +286.1% |
| All | +228.9% | +204.4% | +24.5% | +246.5% |
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