+154.4%
NEE vs GLDM
+216.5%
-62.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | 0.0% |
| 7D | +2.3% | +2.9% | -0.6% | +1.6% |
| 30D | +11.5% | -3.9% | +15.4% | +12.5% |
| 3M | +2.6% | -8.1% | +10.8% | +4.6% |
| 6M | -6.0% | -14.7% | +8.7% | -2.3% |
| YTD | +9.8% | -6.6% | +16.4% | +9.8% |
| 1Y | +4.7% | -2.1% | +6.7% | +3.0% |
| 3Y | +71.0% | +107.7% | -36.6% | +27.0% |
| 5Y | +15.8% | +116.5% | -100.7% | -16.2% |
| All | +154.4% | +216.5% | -62.1% | +72.8% |
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