+364.7%
NRG vs GLDM
+242.2%
+122.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | +9.3% | +0.7% | +8.5% | +9.0% |
| 30D | +1.3% | +0.3% | +1.0% | +1.2% |
| 3M | -6.0% | +0.7% | -6.7% | -6.2% |
| 6M | -22.0% | -15.4% | -6.5% | -19.8% |
| YTD | -24.1% | +1.0% | -25.1% | -24.2% |
| 1Y | -18.0% | +19.7% | -37.8% | -20.1% |
| 3Y | +220.0% | +126.5% | +93.5% | +183.5% |
| 5Y | +201.1% | +142.5% | +58.6% | +162.7% |
| All | +364.7% | +242.2% | +122.5% | +306.4% |
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