-39.9%
NKE vs GLDM
+219.1%
-259.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -0.2% | +4.7% | -4.9% | -0.4% |
| 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% | -9.8% |
| YTD | -37.8% | -5.8% | -32.0% | -37.7% |
| 1Y | -35.6% | +2.1% | -37.6% | -35.7% |
| 3Y | -61.4% | +105.0% | -166.4% | -63.6% |
| 5Y | -76.2% | +122.5% | -198.7% | -78.0% |
| All | -39.9% | +219.1% | -259.0% | -36.5% |
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 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