+60.9%
NOK vs GLDM
+216.5%
-155.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.6% |
| 7D | -2.7% | +2.9% | -5.6% | -3.6% |
| 30D | -20.4% | -3.9% | -16.5% | -19.4% |
| 3M | -9.6% | -8.1% | -1.5% | -7.5% |
| 6M | -35.6% | -14.7% | -21.0% | -33.2% |
| YTD | +27.5% | -6.6% | +34.1% | +28.2% |
| 1Y | +18.4% | -2.1% | +20.4% | +17.4% |
| 3Y | +151.8% | +107.7% | +44.1% | +98.7% |
| 5Y | +61.1% | +116.5% | -55.3% | +23.1% |
| All | +60.9% | +216.5% | -155.6% | +20.8% |
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