+282.7%
NRG vs GLDM
+204.0%
+78.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.2% |
| 7D | +21.7% | -5.5% | +27.2% | +23.2% |
| 30D | -8.1% | -7.0% | -1.1% | -6.6% |
| 3M | -18.3% | -12.3% | -6.0% | -16.0% |
| 6M | -28.0% | -17.9% | -10.1% | -25.0% |
| YTD | -37.5% | -10.3% | -27.2% | -35.9% |
| 1Y | -41.1% | -7.8% | -33.3% | -39.8% |
| 3Y | +126.6% | +99.5% | +27.1% | +106.3% |
| 5Y | +212.3% | +106.5% | +105.8% | +180.2% |
| All | +282.7% | +204.0% | +78.8% | +243.6% |
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