+248.5%
GLDM vs NTRS
+125.4%
+123.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +4.4% | +1.7% | +2.7% | +4.4% |
| 3M | -1.1% | +8.9% | -9.9% | -1.0% |
| 6M | -13.7% | +30.6% | -44.3% | -13.5% |
| YTD | +2.8% | +38.7% | -35.9% | +3.0% |
| 1Y | +24.8% | +48.1% | -23.2% | +25.3% |
| 3Y | +127.8% | +165.5% | -37.7% | +130.9% |
| 5Y | +141.1% | +85.6% | +55.6% | +142.1% |
| All | +248.5% | +125.4% | +123.1% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling