+109.7%
GLD vs NVD
-98.6%
+208.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.9% | -13.5% | -2.4% |
| 7D | +2.8% | +43.9% | -41.1% | +3.8% |
| 30D | -4.0% | +74.0% | -78.0% | -2.5% |
| 3M | -8.2% | +48.3% | -56.6% | -7.1% |
| 6M | -14.8% | +30.3% | -45.2% | -13.8% |
| YTD | -6.8% | -12.9% | +6.1% | -6.1% |
| 1Y | -2.4% | -4.0% | +1.6% | -1.6% |
| 3Y | +105.8% | -98.5% | +204.2% | +109.9% |
| All | +109.7% | -98.6% | +208.4% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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