+7.8%
NEM vs GLDM
-14.2%
+22.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -0.4% |
| 7D | +0.3% | -0.5% | +0.8% | +1.2% |
| 30D | +23.1% | +4.4% | +18.7% | +15.7% |
| 3M | +18.5% | -1.1% | +19.5% | +21.1% |
| 6M | +7.8% | -13.7% | +21.4% | +30.4% |
| All | +7.8% | -14.2% | +22.0% | +30.4% |
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