+0.3%
GLD vs NEM
+45.8%
-45.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.2% |
| 7D | +4.9% | +14.7% | -9.8% | -1.9% |
| 30D | -1.3% | +6.2% | -7.5% | -4.4% |
| 3M | -4.8% | +11.0% | -15.8% | -9.8% |
| 6M | -12.5% | +7.9% | -20.4% | -16.7% |
| YTD | -4.2% | +26.2% | -30.4% | -12.8% |
| All | +0.3% | +45.8% | -45.5% | -10.4% |
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 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