+15.2%
NEE vs GLDM
+112.9%
-97.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -2.8% | -2.0% | -0.8% | -2.4% |
| 30D | +9.5% | -4.4% | +14.0% | +10.5% |
| 3M | +1.0% | -8.8% | +9.9% | +3.0% |
| 6M | -8.0% | -15.9% | +7.9% | -4.3% |
| YTD | +9.4% | -7.7% | +17.1% | +9.3% |
| 1Y | +3.1% | -3.6% | +6.7% | +1.4% |
| 3Y | +70.5% | +105.2% | -34.8% | +20.6% |
| 5Y | +15.2% | +112.8% | -97.6% | -23.9% |
| All | +15.2% | +112.9% | -97.7% | -23.9% |
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 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