+137.9%
NOK vs GLDM
+104.2%
+33.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.9% |
| 7D | -10.5% | +4.7% | -15.2% | -11.7% |
| 30D | -27.9% | -0.9% | -27.0% | -27.6% |
| 3M | -18.8% | -4.3% | -14.5% | -17.8% |
| 6M | -41.9% | -13.4% | -28.5% | -40.6% |
| YTD | +18.4% | -5.8% | +24.2% | +18.3% |
| 1Y | +10.9% | +2.1% | +8.8% | +9.1% |
| 3Y | +137.9% | +105.0% | +32.9% | +73.5% |
| All | +137.9% | +104.2% | +33.7% | +73.5% |
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 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