+1,682.8%
PWR vs GLDM
+225.0%
+1,457.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.9% | +7.5% | +9.0% |
| 7D | -4.8% | +5.0% | -9.8% | -5.8% |
| 30D | -16.2% | -1.3% | -14.9% | -16.0% |
| 3M | -11.9% | -4.7% | -7.2% | -11.2% |
| 6M | -20.6% | -12.4% | -8.2% | -18.8% |
| YTD | +40.3% | -4.1% | +44.3% | +41.3% |
| 1Y | +33.0% | +3.3% | +29.7% | +32.6% |
| 3Y | +250.0% | +110.9% | +139.1% | +217.7% |
| 5Y | +404.2% | +124.8% | +279.4% | +350.4% |
| All | +1,682.8% | +225.0% | +1,457.8% | +1,517.7% |
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 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