+139.4%
GLD vs NVDL
+2,608.0%
-2,468.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.9% |
| 7D | +0.1% | -0.8% | +1.0% | +0.2% |
| 30D | +0.2% | +3.4% | -3.2% | +0.1% |
| 3M | +3.2% | +8.1% | -4.9% | +3.0% |
| 6M | -14.6% | +31.9% | -46.5% | -15.1% |
| YTD | +1.8% | +21.1% | -19.3% | +1.3% |
| 1Y | +20.7% | +34.0% | -13.3% | +20.1% |
| 3Y | +126.5% | +677.9% | -551.5% | +126.5% |
| All | +139.4% | +2,608.0% | -2,468.7% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling