+47.4%
NSC vs GLDM
+143.3%
-95.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -5.5% | -0.5% | -5.0% | -5.5% |
| 30D | -3.2% | +4.4% | -7.6% | -3.5% |
| 3M | +7.7% | -1.1% | +8.7% | +7.8% |
| 6M | +4.5% | -13.7% | +18.2% | +6.0% |
| YTD | +15.6% | +2.8% | +12.8% | +14.6% |
| 1Y | +19.8% | +24.8% | -5.0% | +15.7% |
| 3Y | +70.1% | +127.8% | -57.7% | +42.1% |
| All | +47.4% | +143.3% | -95.8% | +18.2% |
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