+283.4%
NEM vs GLDM
+204.4%
+79.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -6.4% | -4.6% | -1.8% | +0.4% |
| 30D | +1.4% | -5.5% | +6.9% | +10.6% |
| 3M | -0.7% | -10.9% | +10.2% | +18.2% |
| 6M | -4.5% | -17.3% | +12.9% | +28.1% |
| YTD | +14.0% | -10.2% | +24.2% | +33.8% |
| 1Y | +27.3% | -6.9% | +34.2% | +41.8% |
| 3Y | +250.5% | +98.7% | +151.8% | +26.2% |
| 5Y | +121.1% | +106.7% | +14.3% | -24.2% |
| All | +283.4% | +204.4% | +79.0% | -30.8% |
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