+306.5%
NEM vs GLDM
+216.5%
+90.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.5% | -0.3% |
| 7D | +11.6% | +2.9% | +8.8% | +7.5% |
| 30D | +1.8% | -3.9% | +5.7% | +8.3% |
| 3M | +2.5% | -8.1% | +10.6% | +16.8% |
| 6M | +3.4% | -14.7% | +18.1% | +32.4% |
| YTD | +20.9% | -6.6% | +27.5% | +33.9% |
| 1Y | +37.2% | -2.1% | +39.2% | +41.8% |
| 3Y | +271.6% | +107.7% | +163.9% | +25.3% |
| 5Y | +136.6% | +116.5% | +20.2% | -24.2% |
| All | +306.5% | +216.5% | +90.0% | -30.7% |
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