-75.4%
NKE vs GLDM
+121.8%
-197.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -0.2% | +4.7% | -4.9% | -0.5% |
| 30D | +12.3% | -0.9% | +13.2% | +12.3% |
| 3M | -7.1% | -4.3% | -2.8% | -7.0% |
| 6M | -10.3% | -13.4% | +3.1% | -9.6% |
| YTD | -37.8% | -5.8% | -32.0% | -37.8% |
| 1Y | -35.6% | +2.1% | -37.6% | -36.0% |
| 3Y | -61.4% | +105.0% | -166.4% | -66.0% |
| All | -75.4% | +121.8% | -197.1% | -80.4% |
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