+94.5%
NOC vs GLDM
+221.7%
-127.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -6.6% | +1.9% | -8.5% | -6.9% |
| 30D | +8.7% | -1.7% | +10.4% | +9.0% |
| 3M | -5.4% | -3.5% | -1.8% | -5.0% |
| 6M | -5.1% | -10.1% | +4.9% | -3.7% |
| YTD | -6.8% | -5.0% | -1.7% | -6.3% |
| 1Y | -6.4% | +2.8% | -9.2% | -7.2% |
| 3Y | +17.3% | +105.1% | -87.8% | +5.7% |
| 5Y | +56.3% | +124.3% | -68.0% | +38.5% |
| All | +94.5% | +221.7% | -127.2% | +70.3% |
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