+43.1%
NEM vs GLDM
+1.2%
+41.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +1.0% |
| 7D | +14.7% | +5.0% | +9.8% | +7.7% |
| 30D | +6.2% | -1.3% | +7.5% | +8.4% |
| 3M | +11.0% | -4.7% | +15.7% | +19.1% |
| 6M | +7.9% | -12.4% | +20.3% | +29.2% |
| YTD | +26.2% | -4.1% | +30.2% | +31.6% |
| All | +43.1% | +1.2% | +41.9% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling