+157.0%
NSC vs GLDM
+221.7%
-64.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 6M | +5.9% | -10.1% | +15.9% | +6.6% |
| YTD | +15.5% | -5.0% | +20.5% | +15.4% |
| 1Y | +19.3% | +2.8% | +16.6% | +18.4% |
| 3Y | +79.0% | +105.1% | -26.1% | +63.2% |
| 5Y | +28.3% | +124.3% | -96.0% | +14.8% |
| All | +157.0% | +221.7% | -64.6% | +168.9% |
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