+277.8%
PSX vs GLDM
+121.8%
+156.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -13.1% | +4.7% | -17.8% | -13.4% |
| 30D | -9.5% | -0.9% | -8.7% | -9.5% |
| 3M | +20.2% | -4.3% | +24.5% | +20.5% |
| 6M | +44.9% | -13.4% | +58.3% | +46.9% |
| YTD | +94.4% | -5.8% | +100.2% | +93.3% |
| 1Y | +83.1% | +2.1% | +81.0% | +79.5% |
| 3Y | +132.2% | +105.0% | +27.1% | +85.3% |
| All | +277.8% | +121.8% | +156.0% | +196.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling