+1,732.5%
PWR vs GLDM
+212.7%
+1,519.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.4% | +4.5% |
| 7D | +4.7% | -2.0% | +6.7% | +5.1% |
| 30D | -12.5% | -4.4% | -8.1% | -11.7% |
| 3M | -9.3% | -8.8% | -0.5% | -7.7% |
| 6M | -22.2% | -15.9% | -6.3% | -19.8% |
| YTD | +44.2% | -7.7% | +51.8% | +46.3% |
| 1Y | +35.5% | -3.6% | +39.1% | +36.6% |
| 3Y | +250.4% | +105.2% | +145.2% | +220.1% |
| 5Y | +425.6% | +112.8% | +312.8% | +373.2% |
| All | +1,732.5% | +212.7% | +1,519.7% | +1,574.9% |
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