+156.4%
NEE vs GLDM
+219.1%
-62.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +3.9% | +4.7% | -0.8% | +2.7% |
| 30D | +12.8% | -0.9% | +13.7% | +13.0% |
| 3M | +3.6% | -4.3% | +7.9% | +4.5% |
| 6M | -7.5% | -13.4% | +5.9% | -4.3% |
| YTD | +10.7% | -5.8% | +16.5% | +10.4% |
| 1Y | +9.1% | +2.1% | +7.0% | +6.0% |
| 3Y | +61.0% | +105.0% | -44.0% | +20.2% |
| 5Y | +16.3% | +122.5% | -106.2% | -16.5% |
| All | +156.4% | +219.1% | -62.7% | +73.8% |
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