+132.6%
NI vs GLDM
+216.5%
-83.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.9% |
| 7D | +1.5% | +2.9% | -1.4% | +1.0% |
| 30D | +11.9% | -3.9% | +15.8% | +12.5% |
| 3M | +9.1% | -8.1% | +17.3% | +10.4% |
| 6M | -1.8% | -14.7% | +12.9% | +0.7% |
| YTD | +11.4% | -6.6% | +17.9% | +11.3% |
| 1Y | +6.4% | -2.1% | +8.4% | +5.1% |
| 3Y | +98.2% | +107.7% | -9.4% | +63.7% |
| 5Y | +110.1% | +116.5% | -6.4% | +70.2% |
| All | +132.6% | +216.5% | -83.8% | +74.6% |
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