+205.1%
PSX vs GLDM
+219.1%
-14.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -13.1% | +4.7% | -17.8% | -13.2% |
| 30D | -9.5% | -0.9% | -8.7% | -9.5% |
| 3M | +20.2% | -4.3% | +24.5% | +20.3% |
| 6M | +44.9% | -13.4% | +58.3% | +45.6% |
| YTD | +94.4% | -5.8% | +100.2% | +94.4% |
| 1Y | +83.1% | +2.1% | +81.0% | +82.4% |
| 3Y | +132.2% | +105.0% | +27.1% | +121.4% |
| 5Y | +278.8% | +122.5% | +156.3% | +257.8% |
| All | +205.1% | +219.1% | -14.0% | +221.3% |
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