+2.8%
GLD vs NEM
+50.9%
-48.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.9% | -6.2% | -1.0% |
| 7D | -0.3% | +3.7% | -4.0% | -2.1% |
| 30D | -1.9% | +2.0% | -3.8% | -3.0% |
| 3M | -0.4% | +21.1% | -21.6% | -9.6% |
| 6M | -10.2% | +9.5% | -19.7% | -15.2% |
| YTD | -6.0% | +19.1% | -25.1% | -12.4% |
| 1Y | +2.8% | +51.1% | -48.3% | -9.3% |
| All | +2.8% | +50.9% | -48.1% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling