+216.7%
PSX vs GLDM
+248.1%
-31.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | +4.5% | -0.5% | +5.1% | +4.5% |
| 30D | +26.6% | +4.4% | +22.2% | +26.4% |
| 3M | +39.3% | -1.1% | +40.3% | +39.3% |
| 6M | +56.8% | -13.7% | +70.5% | +58.1% |
| YTD | +101.8% | +2.8% | +99.1% | +101.3% |
| 1Y | +99.6% | +24.8% | +74.8% | +97.4% |
| 3Y | +140.3% | +127.8% | +12.5% | +128.4% |
| 5Y | +339.3% | +141.1% | +198.2% | +313.7% |
| All | +216.7% | +248.1% | -31.4% | +232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling