+112.5%
NET vs GLDM
+143.3%
-30.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -7.0% | -0.5% | -6.4% | -6.8% |
| 30D | -4.8% | +4.4% | -9.2% | -5.6% |
| 3M | +3.8% | -1.1% | +4.9% | +3.9% |
| 6M | +50.0% | -13.7% | +63.7% | +53.0% |
| YTD | +41.5% | +2.8% | +38.7% | +37.7% |
| 1Y | +32.8% | +24.8% | +8.0% | +21.9% |
| 3Y | +335.9% | +127.8% | +208.1% | +212.2% |
| All | +112.5% | +143.3% | -30.8% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling