+305.7%
NEM vs GLDM
+221.7%
+84.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +0.1% |
| 7D | +7.1% | +1.9% | +5.2% | +4.5% |
| 30D | +2.9% | -1.7% | +4.5% | +5.8% |
| 3M | +15.0% | -3.5% | +18.6% | +22.2% |
| 6M | +10.3% | -10.1% | +20.4% | +30.9% |
| YTD | +20.7% | -5.0% | +25.7% | +30.5% |
| 1Y | +48.0% | +2.8% | +45.2% | +42.5% |
| 3Y | +225.0% | +105.1% | +119.9% | +11.8% |
| 5Y | +143.7% | +124.3% | +19.4% | -25.9% |
| All | +305.7% | +221.7% | +84.0% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling