+1,381.0%
NET vs GLDM
+167.8%
+1,213.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.2% | -3.5% |
| 7D | -16.4% | -0.3% | -16.1% | -16.3% |
| 30D | -25.8% | -1.9% | -24.0% | -25.4% |
| 3M | -11.5% | -0.4% | -11.1% | -11.5% |
| 6M | +18.9% | -10.1% | +29.0% | +21.9% |
| YTD | +35.2% | -5.8% | +41.1% | +34.2% |
| 1Y | +14.5% | +3.1% | +11.4% | +10.2% |
| 3Y | +313.8% | +103.4% | +210.4% | +197.0% |
| 5Y | +32.6% | +125.5% | -93.0% | -11.6% |
| All | +1,381.0% | +167.8% | +1,213.2% | +799.1% |
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