+206.1%
GLD vs NEM
+363.4%
-157.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -4.6% | -6.4% | +1.8% | -2.6% |
| 30D | -5.5% | +1.4% | -6.9% | -6.0% |
| 3M | -10.9% | -0.7% | -10.2% | -10.9% |
| 6M | -17.4% | -4.5% | -13.0% | -16.8% |
| YTD | -10.3% | +14.0% | -24.4% | -14.4% |
| 1Y | -7.2% | +27.3% | -34.4% | -14.2% |
| 3Y | +96.9% | +250.5% | -153.6% | +34.6% |
| 5Y | +103.8% | +121.1% | -17.3% | +53.8% |
| All | +206.1% | +363.4% | -157.3% | +88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling