+362.3%
NRG vs GLDM
+248.1%
+114.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.3% | +6.6% |
| 7D | +7.1% | -0.5% | +7.6% | +7.2% |
| 30D | -1.4% | +4.4% | -5.8% | -2.4% |
| 3M | -10.5% | -1.1% | -9.4% | -10.4% |
| 6M | -26.7% | -13.7% | -13.1% | -25.0% |
| YTD | -24.5% | +2.8% | -27.3% | -24.8% |
| 1Y | -18.6% | +24.8% | -43.4% | -21.2% |
| 3Y | +227.1% | +127.8% | +99.3% | +189.0% |
| 5Y | +198.8% | +141.1% | +57.6% | +160.0% |
| All | +362.3% | +248.1% | +114.1% | +302.8% |
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