+607.2%
NBIS vs GLDM
+51.1%
+556.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.9% | +7.4% | +8.3% |
| 7D | 0.0% | +5.0% | -4.9% | -2.6% |
| 30D | -36.0% | -1.3% | -34.7% | -35.5% |
| 3M | -24.7% | -4.7% | -20.0% | -22.8% |
| 6M | -20.1% | -12.4% | -7.7% | -15.8% |
| YTD | +69.0% | -4.1% | +73.0% | +80.5% |
| 1Y | +27.1% | +3.3% | +23.8% | +35.2% |
| All | +607.2% | +51.1% | +556.2% | +413.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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