+10.3%
NEM vs GLDM
-10.5%
+20.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | -0.1% |
| 7D | +7.1% | +1.9% | +5.2% | +4.0% |
| 30D | +2.9% | -1.7% | +4.5% | +6.0% |
| 3M | +15.0% | -3.5% | +18.6% | +22.2% |
| 6M | +10.3% | -10.1% | +20.4% | +37.4% |
| All | +10.3% | -10.5% | +20.8% | +37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling