+225.3%
GLDM vs NTR
+76.8%
+148.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.8% |
| 7D | +5.0% | +3.0% | +2.0% | +4.8% |
| 30D | -1.3% | +7.1% | -8.4% | -1.7% |
| 3M | -4.7% | +13.1% | -17.8% | -5.4% |
| 6M | -12.4% | +7.6% | -20.0% | -12.9% |
| YTD | -4.1% | +20.0% | -24.0% | -5.2% |
| 1Y | +3.3% | +30.2% | -26.8% | +1.7% |
| 3Y | +110.9% | +46.8% | +64.1% | +105.9% |
| 5Y | +124.8% | +22.7% | +102.0% | +121.8% |
| All | +225.3% | +76.8% | +148.5% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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