-41.9%
NOK vs GLDM
-13.2%
-28.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.3% |
| 7D | -10.5% | +4.7% | -15.2% | -14.4% |
| 30D | -27.9% | -0.9% | -27.0% | -26.8% |
| 3M | -18.8% | -4.3% | -14.5% | -16.0% |
| 6M | -41.9% | -13.4% | -28.5% | -34.8% |
| All | -41.9% | -13.2% | -28.7% | -34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling