+129.7%
GLDM vs NUE
+58.3%
+71.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -0.5% | +4.2% | -4.8% | -0.7% |
| 30D | +4.4% | -5.0% | +9.4% | +4.6% |
| 3M | -1.1% | -0.2% | -0.8% | -1.1% |
| 6M | -13.7% | +49.1% | -62.8% | -15.0% |
| YTD | +2.8% | +61.0% | -58.2% | +1.2% |
| 1Y | +24.8% | +82.5% | -57.7% | +22.8% |
| All | +129.7% | +58.3% | +71.4% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 3y: compounded portfolio wealth divided by compounded NUE 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…
3y analysis · Full analysis span regression · 6 months rolling