+280.2%
NRG vs GLDM
+225.0%
+55.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.9% | +8.5% | +9.9% |
| 7D | +2.9% | +5.0% | -2.0% | +1.7% |
| 30D | -9.3% | -1.3% | -8.0% | -9.1% |
| 3M | -17.1% | -4.7% | -12.4% | -16.2% |
| 6M | -28.9% | -12.4% | -16.5% | -27.0% |
| YTD | -37.9% | -4.1% | -33.9% | -37.2% |
| 1Y | -42.7% | +3.3% | -46.0% | -42.7% |
| 3Y | +127.5% | +110.9% | +16.5% | +104.3% |
| 5Y | +217.4% | +124.8% | +92.6% | +180.5% |
| All | +280.2% | +225.0% | +55.1% | +236.4% |
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