+244.6%
NRG vs GLDM
+219.1%
+25.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.8% | +10.4% | +9.8% |
| 7D | -7.6% | +4.7% | -12.3% | -8.7% |
| 30D | -18.3% | -0.9% | -17.4% | -18.2% |
| 3M | -25.5% | -4.3% | -21.2% | -24.7% |
| 6M | -40.9% | -13.4% | -27.5% | -39.2% |
| YTD | -43.7% | -5.8% | -37.9% | -42.9% |
| 1Y | -47.3% | +2.1% | -49.4% | -47.2% |
| 3Y | +103.2% | +105.0% | -1.8% | +83.3% |
| 5Y | +176.7% | +122.5% | +54.2% | +145.3% |
| All | +244.6% | +219.1% | +25.5% | +206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling