+411.1%
PWR vs GLDM
+107.1%
+304.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +11.3% | -4.6% | +15.9% | +12.7% |
| 30D | -8.9% | -5.5% | -3.4% | -7.5% |
| 3M | -10.5% | -10.9% | +0.4% | -7.9% |
| 6M | -22.2% | -17.3% | -4.8% | -18.5% |
| YTD | +42.7% | -10.2% | +52.9% | +46.0% |
| 1Y | +41.1% | -6.9% | +48.1% | +43.1% |
| 3Y | +242.7% | +98.7% | +144.1% | +185.8% |
| All | +411.1% | +107.1% | +304.0% | +303.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling