+206.7%
PSX vs GLDM
+221.7%
-14.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.7% | -4.9% |
| 7D | -9.7% | +1.9% | -11.6% | -9.7% |
| 30D | -8.4% | -1.7% | -6.7% | -8.4% |
| 3M | +22.6% | -3.5% | +26.1% | +22.7% |
| 6M | +38.8% | -10.1% | +48.8% | +39.2% |
| YTD | +95.5% | -5.0% | +100.5% | +95.4% |
| 1Y | +87.1% | +2.8% | +84.3% | +86.4% |
| 3Y | +133.5% | +105.1% | +28.4% | +122.8% |
| 5Y | +280.9% | +124.3% | +156.6% | +259.8% |
| All | +206.7% | +221.7% | -14.9% | +223.0% |
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 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