-40.6%
NKE vs GLDM
+242.2%
-282.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -0.1% | +0.7% | -0.8% | -0.1% |
| 30D | -7.7% | +0.3% | -8.0% | -7.7% |
| 3M | -10.9% | +0.7% | -11.6% | -11.0% |
| 6M | -31.9% | -15.4% | -16.4% | -31.5% |
| YTD | -38.6% | +1.0% | -39.6% | -38.7% |
| 1Y | -46.9% | +19.7% | -66.7% | -47.4% |
| 3Y | -58.2% | +126.5% | -184.7% | -60.7% |
| 5Y | -74.0% | +142.5% | -216.5% | -76.1% |
| All | -40.6% | +242.2% | -282.8% | -37.5% |
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