+202.5%
NRG vs GLDM
+143.3%
+59.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.3% | +6.7% |
| 7D | +7.1% | -0.5% | +7.6% | +7.2% |
| 30D | -1.4% | +4.4% | -5.8% | -2.7% |
| 3M | -10.5% | -1.1% | -9.4% | -10.4% |
| 6M | -26.7% | -13.7% | -13.1% | -24.5% |
| YTD | -24.5% | +2.8% | -27.3% | -25.1% |
| 1Y | -18.6% | +24.8% | -43.4% | -22.5% |
| 3Y | +227.1% | +127.8% | +99.3% | +168.0% |
| All | +202.5% | +143.3% | +59.2% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling