+96.9%
GLD vs NVDL
+266.0%
-169.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.1% | +0.3% |
| 7D | -4.6% | -24.8% | +20.2% | -3.9% |
| 30D | -5.5% | -48.0% | +42.6% | -3.9% |
| 3M | -10.9% | -51.5% | +40.6% | -9.3% |
| 6M | -17.4% | -54.9% | +37.5% | -16.0% |
| YTD | -10.3% | -39.2% | +28.9% | -9.4% |
| 1Y | -7.2% | -41.1% | +34.0% | -6.2% |
| 3Y | +96.9% | +262.9% | -166.0% | +95.0% |
| All | +96.9% | +266.0% | -169.1% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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