+222.1%
PWR vs GLDM
+104.2%
+117.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.5% |
| 7D | -12.9% | +4.7% | -17.5% | -14.2% |
| 30D | -22.8% | -0.9% | -22.0% | -22.6% |
| 3M | -19.0% | -4.3% | -14.7% | -18.1% |
| 6M | -31.1% | -13.4% | -17.7% | -28.6% |
| YTD | +28.2% | -5.8% | +34.0% | +29.6% |
| 1Y | +22.2% | +2.1% | +20.1% | +21.1% |
| 3Y | +222.1% | +105.0% | +117.1% | +156.0% |
| All | +222.1% | +104.2% | +117.9% | +156.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling