+158.3%
NOK vs GLDM
+105.4%
+52.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.6% |
| 7D | +2.2% | -2.0% | +4.1% | +2.7% |
| 30D | -14.7% | -4.4% | -10.3% | -13.7% |
| 3M | -10.6% | -8.8% | -1.7% | -8.5% |
| 6M | -39.4% | -15.9% | -23.5% | -37.6% |
| YTD | +30.4% | -7.7% | +38.1% | +31.0% |
| 1Y | +22.3% | -3.6% | +25.9% | +21.7% |
| All | +158.3% | +105.4% | +52.9% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling