+212.2%
GLD vs NEM
+318.7%
-106.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.8% |
| 7D | +4.9% | +14.7% | -9.8% | +0.4% |
| 30D | -1.3% | +6.2% | -7.5% | -3.3% |
| 3M | -4.8% | +11.0% | -15.8% | -8.0% |
| 6M | -12.5% | +7.9% | -20.4% | -15.2% |
| YTD | -4.2% | +26.2% | -30.4% | -11.4% |
| 1Y | +3.0% | +51.5% | -48.5% | -9.6% |
| 3Y | +109.1% | +290.6% | -181.5% | +38.4% |
| 5Y | +121.6% | +153.1% | -31.5% | +60.6% |
| 10Y | +212.2% | +332.4% | -120.2% | +91.4% |
| All | +212.2% | +318.7% | -106.5% | +91.4% |
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