+95.6%
NOK vs GLDM
+248.1%
-152.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.9% |
| 7D | -1.8% | -0.5% | -1.2% | -1.7% |
| 30D | +4.7% | +4.4% | +0.3% | +3.6% |
| 3M | -39.7% | -1.1% | -38.6% | -39.6% |
| 6M | +23.1% | -13.7% | +36.7% | +26.6% |
| YTD | +55.0% | +2.8% | +52.3% | +51.8% |
| 1Y | +118.0% | +24.8% | +93.2% | +102.5% |
| 3Y | +170.5% | +127.8% | +42.7% | +108.0% |
| 5Y | +84.9% | +141.1% | -56.3% | +36.9% |
| All | +95.6% | +248.1% | -152.6% | +43.1% |
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