+547.5%
NBIS vs GLDM
+48.3%
+499.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +8.0% |
| 7D | -16.0% | +4.7% | -20.7% | -18.3% |
| 30D | -45.4% | -0.9% | -44.5% | -45.1% |
| 3M | -31.8% | -4.3% | -27.5% | -30.2% |
| 6M | -33.6% | -13.4% | -20.2% | -29.6% |
| YTD | +54.7% | -5.8% | +60.5% | +66.7% |
| 1Y | +18.3% | +2.1% | +16.3% | +26.9% |
| All | +547.5% | +48.3% | +499.1% | +373.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling