+446.0%
PWR vs GLDM
+143.3%
+302.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +3.6% | -0.5% | +4.1% | +3.7% |
| 30D | -8.6% | +4.4% | -13.0% | -9.7% |
| 3M | -13.2% | -1.1% | -12.1% | -13.2% |
| 6M | +9.9% | -13.7% | +23.6% | +13.0% |
| YTD | +48.0% | +2.8% | +45.3% | +46.2% |
| 1Y | +66.2% | +24.8% | +41.3% | +57.7% |
| 3Y | +195.1% | +127.8% | +67.3% | +140.1% |
| All | +446.0% | +143.3% | +302.8% | +323.2% |
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