+543.2%
NBIS vs GLDM
+41.3%
+501.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -2.8% | -14.0% | -15.3% |
| 7D | +6.9% | -5.5% | +12.4% | +10.4% |
| 30D | -37.8% | -7.0% | -30.8% | -35.1% |
| 3M | -50.4% | -12.3% | -38.1% | -46.8% |
| 6M | -28.2% | -17.9% | -10.3% | -21.5% |
| YTD | +53.7% | -10.3% | +64.0% | +70.4% |
| 1Y | +36.3% | -7.8% | +44.1% | +50.6% |
| All | +543.2% | +41.3% | +501.9% | +384.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling