+141.4%
GLD vs NVDL
+2,772.7%
-2,631.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -0.9% |
| 7D | -0.5% | +11.7% | -12.2% | -0.7% |
| 30D | +4.4% | +7.8% | -3.4% | +4.2% |
| 3M | -1.1% | +3.3% | -4.4% | -1.3% |
| 6M | -13.8% | +38.9% | -52.7% | -14.3% |
| YTD | +2.6% | +28.5% | -25.8% | +2.0% |
| 1Y | +24.5% | +40.6% | -16.1% | +23.7% |
| 3Y | +125.8% | +648.7% | -522.9% | +125.6% |
| All | +141.4% | +2,772.7% | -2,631.3% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling