+131.5%
NI vs GLDM
+225.0%
-93.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.8% |
| 7D | +0.4% | +5.0% | -4.5% | -0.3% |
| 30D | +11.3% | -1.3% | +12.6% | +11.5% |
| 3M | +6.5% | -4.7% | +11.2% | +7.1% |
| 6M | -2.3% | -12.4% | +10.1% | -0.2% |
| YTD | +10.8% | -4.1% | +14.9% | +10.3% |
| 1Y | +6.2% | +3.3% | +2.9% | +4.0% |
| 3Y | +98.7% | +110.9% | -12.3% | +63.8% |
| 5Y | +111.3% | +124.8% | -13.5% | +70.2% |
| All | +131.5% | +225.0% | -93.6% | +73.0% |
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