+211.3%
PSX vs GLDM
+216.5%
-5.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.9% |
| 7D | -7.8% | +2.9% | -10.7% | -7.8% |
| 30D | -9.9% | -3.9% | -6.0% | -9.8% |
| 3M | +16.9% | -8.1% | +25.1% | +17.2% |
| 6M | +48.0% | -14.7% | +62.7% | +48.7% |
| YTD | +98.3% | -6.6% | +104.9% | +98.3% |
| 1Y | +86.2% | -2.1% | +88.2% | +85.7% |
| 3Y | +144.0% | +107.7% | +36.3% | +132.4% |
| 5Y | +287.7% | +116.5% | +171.2% | +265.4% |
| All | +211.3% | +216.5% | -5.2% | +227.8% |
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