+37.2%
NEM vs GLDM
-1.4%
+38.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.5% | -0.6% |
| 7D | +11.6% | +2.9% | +8.8% | +7.8% |
| 30D | +1.8% | -3.9% | +5.7% | +7.8% |
| 3M | +2.5% | -8.1% | +10.6% | +15.6% |
| 6M | +3.4% | -14.7% | +18.1% | +28.5% |
| YTD | +20.9% | -6.6% | +27.5% | +30.9% |
| 1Y | +37.2% | -2.1% | +39.2% | +32.9% |
| All | +37.2% | -1.4% | +38.6% | +32.9% |
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 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