+116.5%
GLD vs NVDX
+774.9%
-658.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -1.6% |
| 7D | -3.4% | -8.6% | +5.3% | -3.2% |
| 30D | -1.1% | -1.4% | +0.3% | -1.1% |
| 3M | +5.8% | +10.6% | -4.8% | +5.5% |
| 6M | -17.1% | +20.2% | -37.2% | -17.5% |
| YTD | 0.0% | +11.8% | -11.8% | -0.5% |
| 1Y | +18.2% | +12.9% | +5.3% | +17.6% |
| All | +116.5% | +774.9% | -658.4% | +117.2% |
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