+19.7%
GLDM vs NTR
+44.9%
-25.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | +0.7% | +3.8% | -3.1% | +0.2% |
| 30D | +0.3% | +25.2% | -24.9% | -3.3% |
| 3M | +0.7% | +21.0% | -20.3% | -2.6% |
| 6M | -15.4% | +7.6% | -23.0% | -16.9% |
| YTD | +1.0% | +32.9% | -31.9% | -3.9% |
| 1Y | +19.7% | +43.1% | -23.3% | +13.2% |
| All | +19.7% | +44.9% | -25.1% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling