+309.7%
NEM vs GLDM
+219.1%
+90.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +2.2% |
| 7D | +13.4% | +4.7% | +8.8% | +6.4% |
| 30D | +6.5% | -0.9% | +7.4% | +8.2% |
| 3M | +14.9% | -4.3% | +19.2% | +23.5% |
| 6M | +5.5% | -13.4% | +18.9% | +32.1% |
| YTD | +21.9% | -5.8% | +27.7% | +33.3% |
| 1Y | +47.9% | +2.1% | +45.8% | +43.8% |
| 3Y | +238.2% | +105.0% | +133.2% | +16.2% |
| 5Y | +146.2% | +122.5% | +23.7% | -24.3% |
| All | +309.7% | +219.1% | +90.6% | -31.0% |
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