+218.1%
GLDM vs NIO
-51.7%
+269.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.2% |
| 7D | -4.6% | -14.5% | +9.8% | -4.4% |
| 30D | -5.5% | -15.0% | +9.5% | -5.3% |
| 3M | -10.9% | -35.6% | +24.7% | -10.4% |
| 6M | -17.3% | -55.7% | +38.3% | -16.6% |
| YTD | -10.2% | -43.1% | +33.0% | -9.6% |
| 1Y | -6.9% | -53.5% | +46.6% | -6.2% |
| 3Y | +98.7% | -59.8% | +158.5% | +99.5% |
| 5Y | +106.7% | -93.2% | +199.9% | +108.2% |
| All | +218.1% | -51.7% | +269.7% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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