+114.4%
NI vs GLDM
+107.5%
+6.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.0% |
| 7D | +3.1% | -5.5% | +8.6% | +3.9% |
| 30D | +11.2% | -7.0% | +18.2% | +12.3% |
| 3M | +9.8% | -12.3% | +22.1% | +11.8% |
| 6M | -1.6% | -17.9% | +16.3% | +1.3% |
| YTD | +12.6% | -10.3% | +22.9% | +12.8% |
| 1Y | +7.8% | -7.8% | +15.6% | +7.1% |
| 3Y | +100.5% | +99.5% | +1.0% | +57.2% |
| 5Y | +114.4% | +106.5% | +7.9% | +62.1% |
| All | +114.4% | +107.5% | +6.9% | +62.1% |
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 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