+133.4%
PSX vs GLDM
+105.8%
+27.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.7% | -4.8% |
| 7D | -9.7% | +1.9% | -11.6% | -9.6% |
| 30D | -8.4% | -1.7% | -6.7% | -8.3% |
| 3M | +22.6% | -3.5% | +26.1% | +22.6% |
| 6M | +38.8% | -10.1% | +48.8% | +39.1% |
| YTD | +95.5% | -5.0% | +100.5% | +95.3% |
| 1Y | +87.1% | +2.8% | +84.3% | +86.4% |
| All | +133.4% | +105.8% | +27.6% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling