+10.1%
NI vs GLDM
-8.0%
+18.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +4.3% | -4.6% | +8.9% | +4.5% |
| 30D | +12.4% | -5.5% | +17.8% | +12.5% |
| 3M | +10.2% | -10.9% | +21.0% | +10.5% |
| 6M | -0.8% | -17.3% | +16.5% | +0.2% |
| YTD | +13.2% | -10.2% | +23.4% | +13.8% |
| 1Y | +10.1% | -6.9% | +17.0% | +7.3% |
| All | +10.1% | -8.0% | +18.1% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling