-18.0%
NRG vs GLDM
+20.2%
-38.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | +9.3% | +0.7% | +8.5% | +8.9% |
| 30D | +1.3% | +0.3% | +1.0% | +1.0% |
| 3M | -6.0% | +0.7% | -6.7% | -6.5% |
| 6M | -22.0% | -15.4% | -6.5% | -18.9% |
| YTD | -24.1% | +1.0% | -25.1% | -23.8% |
| 1Y | -18.0% | +19.7% | -37.8% | -17.7% |
| All | -18.0% | +20.2% | -38.2% | -17.7% |
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