+239.6%
GLDM vs NTR
+91.1%
+148.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.7% | -1.6% |
| 7D | -3.4% | -2.5% | -0.9% | -3.3% |
| 30D | -1.1% | +17.0% | -18.1% | -2.1% |
| 3M | +5.9% | +22.2% | -16.3% | +4.5% |
| 6M | -16.9% | +5.2% | -22.1% | -17.3% |
| YTD | +0.2% | +29.7% | -29.5% | -1.4% |
| 1Y | +18.6% | +39.4% | -20.8% | +16.2% |
| 3Y | +124.6% | +38.2% | +86.4% | +119.1% |
| 5Y | +140.6% | +47.6% | +93.0% | +136.4% |
| All | +239.6% | +91.1% | +148.5% | +229.9% |
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