+1,449.6%
NET vs GLDM
+192.2%
+1,257.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -7.0% | -0.5% | -6.4% | -6.8% |
| 30D | -4.8% | +4.4% | -9.2% | -5.8% |
| 3M | +3.8% | -1.1% | +4.9% | +4.0% |
| 6M | +50.0% | -13.7% | +63.7% | +54.7% |
| YTD | +41.5% | +2.8% | +38.7% | +37.3% |
| 1Y | +32.8% | +24.8% | +8.0% | +20.1% |
| 3Y | +335.9% | +127.8% | +208.1% | +202.6% |
| 5Y | +113.8% | +141.1% | -27.3% | +40.7% |
| All | +1,449.6% | +192.2% | +1,257.3% | +820.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling