-41.1%
NRG vs GLDM
-6.3%
-34.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.6% |
| 7D | +21.7% | -5.5% | +27.2% | +24.3% |
| 30D | -8.1% | -7.0% | -1.1% | -5.4% |
| 3M | -18.3% | -12.3% | -6.0% | -14.1% |
| 6M | -28.0% | -17.9% | -10.1% | -22.7% |
| YTD | -37.5% | -10.3% | -27.2% | -34.2% |
| 1Y | -41.1% | -7.8% | -33.3% | -41.5% |
| All | -41.1% | -6.3% | -34.7% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling