+142.5%
GLDM vs NTRS
+87.6%
+54.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | +0.7% | +1.7% | -0.9% | +0.7% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | +0.7% | +9.8% | -9.1% | +0.5% |
| 6M | -15.4% | +34.7% | -50.1% | -16.0% |
| YTD | +1.0% | +37.4% | -36.4% | +0.4% |
| 1Y | +19.7% | +48.2% | -28.4% | +18.9% |
| 3Y | +126.5% | +163.5% | -37.0% | +123.4% |
| 5Y | +142.5% | +88.2% | +54.3% | +136.1% |
| All | +142.5% | +87.6% | +54.9% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling