+204.7%
GLDM vs NBIX
+67.3%
+137.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -4.6% | +1.7% | -6.3% | -4.6% |
| 30D | -5.5% | +23.2% | -28.6% | -5.8% |
| 3M | -10.9% | +11.0% | -21.9% | -11.0% |
| 6M | -17.3% | +3.8% | -21.1% | -17.4% |
| YTD | -10.2% | +18.0% | -28.2% | -10.5% |
| 1Y | -6.9% | +16.1% | -23.1% | -7.3% |
| 3Y | +98.7% | +51.8% | +46.8% | +97.4% |
| 5Y | +106.7% | +90.2% | +16.5% | +105.5% |
| All | +204.7% | +67.3% | +137.4% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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