+94.4%
NOC vs GLDM
+219.1%
-124.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -5.8% | +4.7% | -10.5% | -6.5% |
| 30D | +10.9% | -0.9% | +11.8% | +11.0% |
| 3M | -7.1% | -4.3% | -2.8% | -6.7% |
| 6M | -5.3% | -13.4% | +8.1% | -3.3% |
| YTD | -6.8% | -5.8% | -1.0% | -6.3% |
| 1Y | -6.7% | +2.1% | -8.8% | -7.3% |
| 3Y | +17.2% | +105.0% | -87.8% | +5.6% |
| 5Y | +56.3% | +122.5% | -66.2% | +38.6% |
| All | +94.4% | +219.1% | -124.7% | +70.4% |
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 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