+143.2%
GLD vs NEM
+154.5%
-11.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +4.4% | +23.1% | -18.7% | -2.7% |
| 3M | -1.1% | +18.5% | -19.6% | -6.9% |
| 6M | -13.8% | +7.8% | -21.6% | -16.9% |
| YTD | +2.6% | +29.1% | -26.5% | -5.9% |
| 1Y | +24.5% | +72.7% | -48.2% | +5.0% |
| 3Y | +125.8% | +248.7% | -122.9% | +54.4% |
| All | +143.2% | +154.5% | -11.4% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling