+157.9%
NXPI vs GLDM
+219.1%
-61.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -4.4% | +4.7% | -9.0% | -5.5% |
| 30D | +5.6% | -0.9% | +6.4% | +5.7% |
| 3M | +7.6% | -4.3% | +11.9% | +8.7% |
| 6M | -17.6% | -13.4% | -4.2% | -14.9% |
| YTD | +15.9% | -5.8% | +21.7% | +17.1% |
| 1Y | +22.4% | +2.1% | +20.3% | +21.4% |
| 3Y | +43.2% | +105.0% | -61.8% | +19.2% |
| 5Y | +21.4% | +122.5% | -101.1% | -2.8% |
| All | +157.9% | +219.1% | -61.2% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling