+94.1%
GLD vs NVDX
+357.5%
-263.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.3% |
| 7D | -4.6% | -24.7% | +20.2% | -3.9% |
| 30D | -5.5% | -48.2% | +42.7% | -4.0% |
| 3M | -10.9% | -51.9% | +41.0% | -9.4% |
| 6M | -17.4% | -55.6% | +38.2% | -16.1% |
| YTD | -10.3% | -41.5% | +31.2% | -9.4% |
| 1Y | -7.2% | -44.0% | +36.8% | -6.2% |
| 3Y | +96.9% | +262.2% | -165.3% | +99.1% |
| All | +94.1% | +357.5% | -263.4% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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