+1,434.2%
PWR vs GLDM
+221.7%
+1,212.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.8% | -13.1% | -12.5% |
| 7D | -19.9% | +1.9% | -21.7% | -20.2% |
| 30D | -29.3% | -1.7% | -27.6% | -29.0% |
| 3M | -25.5% | -3.5% | -21.9% | -25.0% |
| 6M | -34.0% | -10.1% | -24.0% | -32.8% |
| YTD | +20.7% | -5.0% | +25.7% | +21.8% |
| 1Y | +12.3% | +2.8% | +9.6% | +12.1% |
| 3Y | +201.9% | +105.1% | +96.8% | +174.9% |
| 5Y | +336.8% | +124.3% | +212.5% | +290.9% |
| All | +1,434.2% | +221.7% | +1,212.5% | +1,294.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling