-34.0%
PWR vs GLDM
-10.5%
-23.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.8% | -13.1% | -12.6% |
| 7D | -19.9% | +1.9% | -21.7% | -20.2% |
| 30D | -29.3% | -1.7% | -27.6% | -28.2% |
| 3M | -25.5% | -3.5% | -21.9% | -24.5% |
| 6M | -34.0% | -10.1% | -24.0% | -31.1% |
| All | -34.0% | -10.5% | -23.5% | -31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling