+128.3%
NI vs GLDM
+221.7%
-93.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | 0.0% | +1.9% | -1.9% | -0.3% |
| 30D | +10.0% | -1.7% | +11.7% | +10.2% |
| 3M | +4.3% | -3.5% | +7.8% | +4.7% |
| 6M | -6.5% | -10.1% | +3.5% | -5.1% |
| YTD | +9.3% | -5.0% | +14.3% | +8.9% |
| 1Y | +6.4% | +2.8% | +3.7% | +4.2% |
| 3Y | +89.1% | +105.1% | -16.0% | +56.8% |
| 5Y | +106.1% | +124.3% | -18.2% | +66.0% |
| All | +128.3% | +221.7% | -93.4% | +70.9% |
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