+19.4%
GLD vs NEM
+67.3%
-47.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.4% |
| 7D | +0.7% | +3.9% | -3.1% | -1.0% |
| 30D | +0.3% | +12.7% | -12.4% | -5.3% |
| 3M | +0.6% | +28.7% | -28.0% | -11.1% |
| 6M | -15.6% | +9.8% | -25.4% | -20.7% |
| YTD | +0.9% | +28.1% | -27.2% | -10.2% |
| 1Y | +19.4% | +69.3% | -50.0% | -1.7% |
| All | +19.4% | +67.3% | -47.9% | -1.7% |
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