-22.5%
NOW vs GLDM
+125.5%
-148.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.7% |
| 7D | -27.5% | -0.3% | -27.2% | -27.5% |
| 30D | -20.0% | -1.9% | -18.2% | -19.9% |
| 3M | -7.9% | -0.4% | -7.5% | -7.8% |
| 6M | +18.3% | -10.1% | +28.4% | +19.2% |
| YTD | -29.0% | -5.8% | -23.1% | -29.6% |
| 1Y | -38.7% | +3.1% | -41.8% | -40.1% |
| 3Y | -10.3% | +103.4% | -113.7% | -25.7% |
| 5Y | -22.5% | +125.5% | -148.0% | -43.1% |
| All | -22.5% | +125.5% | -148.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling