+103.2%
NRG vs GLDM
+104.2%
-1.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.8% | +10.4% | +9.9% |
| 7D | -7.6% | +4.7% | -12.3% | -9.3% |
| 30D | -18.3% | -0.9% | -17.4% | -18.1% |
| 3M | -25.5% | -4.3% | -21.2% | -24.4% |
| 6M | -40.9% | -13.4% | -27.5% | -38.3% |
| YTD | -43.7% | -5.8% | -37.9% | -42.6% |
| 1Y | -47.3% | +2.1% | -49.4% | -47.4% |
| 3Y | +103.2% | +105.0% | -1.8% | +52.0% |
| All | +103.2% | +104.2% | -1.0% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling