+96.6%
GLD vs NVDX
+280.8%
-184.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.0% | +6.2% | -2.6% |
| 7D | -5.5% | -17.5% | +12.1% | -5.0% |
| 30D | -7.0% | -49.2% | +42.2% | -5.4% |
| 3M | -12.4% | -49.3% | +37.0% | -10.9% |
| 6M | -18.0% | -52.0% | +33.9% | -16.7% |
| YTD | -10.5% | -39.1% | +28.6% | -9.6% |
| 1Y | -8.1% | -45.8% | +37.7% | -7.1% |
| All | +96.6% | +280.8% | -184.2% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling