+191.5%
NOW vs GLDM
+216.5%
-25.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.4% | -2.7% |
| 7D | -8.7% | +2.9% | -11.6% | -9.1% |
| 30D | -29.3% | -3.9% | -25.4% | -28.9% |
| 3M | -21.8% | -8.1% | -13.7% | -21.0% |
| 6M | +9.2% | -14.7% | +23.9% | +11.3% |
| YTD | -35.0% | -6.6% | -28.4% | -35.3% |
| 1Y | -42.5% | -2.1% | -40.5% | -43.3% |
| 3Y | -21.5% | +107.7% | -129.2% | -35.5% |
| 5Y | -25.8% | +116.5% | -142.2% | -40.8% |
| All | +191.5% | +216.5% | -25.0% | +134.2% |
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 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