+199.6%
NOW vs GLDM
+221.7%
-22.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.8% | -6.0% |
| 7D | -6.7% | +1.9% | -8.6% | -6.9% |
| 30D | -25.8% | -1.7% | -24.1% | -25.6% |
| 3M | -12.7% | -3.5% | -9.1% | -12.3% |
| 6M | +11.2% | -10.1% | +21.3% | +12.6% |
| YTD | -33.2% | -5.0% | -28.1% | -33.7% |
| 1Y | -41.8% | +2.8% | -44.6% | -43.1% |
| 3Y | -15.7% | +105.1% | -120.8% | -30.3% |
| 5Y | -26.0% | +124.3% | -150.3% | -41.4% |
| All | +199.6% | +221.7% | -22.1% | +140.1% |
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 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