-40.2%
NKE vs GLDM
+248.1%
-288.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | -8.6% | +4.4% | -13.0% | -8.8% |
| 3M | -11.0% | -1.1% | -10.0% | -11.1% |
| 6M | -33.2% | -13.7% | -19.6% | -32.9% |
| YTD | -38.1% | +2.8% | -40.9% | -38.3% |
| 1Y | -47.4% | +24.8% | -72.2% | -48.0% |
| 3Y | -59.8% | +127.8% | -187.6% | -62.2% |
| 5Y | -74.2% | +141.1% | -215.4% | -76.3% |
| All | -40.2% | +248.1% | -288.3% | -37.1% |
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 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