+28.3%
NSC vs GLDM
+126.2%
-97.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.2% | -4.4% |
| 7D | -3.8% | +1.9% | -5.7% | -3.9% |
| 30D | +4.1% | -1.7% | +5.8% | +4.2% |
| 3M | -3.3% | -3.5% | +0.3% | -3.0% |
| 6M | +5.9% | -10.1% | +15.9% | +6.8% |
| YTD | +15.5% | -5.0% | +20.5% | +15.1% |
| 1Y | +19.3% | +2.8% | +16.6% | +17.6% |
| 3Y | +79.0% | +105.1% | -26.1% | +48.3% |
| 5Y | +28.3% | +124.3% | -96.0% | -0.4% |
| All | +28.3% | +126.2% | -97.9% | -0.4% |
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