+45.8%
NU vs GLDM
+105.4%
-59.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | +2.8% | -2.0% | +4.7% | +3.5% |
| 30D | -23.0% | -4.4% | -18.6% | -21.8% |
| 3M | -9.7% | -8.8% | -0.9% | -6.7% |
| 6M | -8.7% | -15.9% | +7.1% | -3.8% |
| YTD | -26.4% | -7.7% | -18.7% | -23.7% |
| 1Y | -24.8% | -3.6% | -21.2% | -22.7% |
| All | +45.8% | +105.4% | -59.6% | +10.3% |
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