+125.7%
NU vs GLDM
+128.8%
-3.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | +7.5% | -0.5% | +8.0% | +7.7% |
| 30D | +6.1% | +4.4% | +1.7% | +4.8% |
| 3M | +26.8% | -1.1% | +27.9% | +26.9% |
| 6M | +2.5% | -13.7% | +16.1% | +5.9% |
| YTD | -8.2% | +2.8% | -10.9% | -8.2% |
| 1Y | +3.4% | +24.8% | -21.5% | -0.1% |
| All | +125.7% | +128.8% | -3.1% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling