+93.8%
GLD vs NVDX
+376.7%
-282.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.0% | +6.2% | -2.6% |
| 7D | -5.5% | -17.5% | +12.1% | -5.1% |
| 30D | -7.0% | -49.2% | +42.2% | -5.5% |
| 3M | -12.4% | -49.3% | +37.0% | -11.0% |
| 6M | -18.0% | -52.0% | +33.9% | -16.8% |
| YTD | -10.5% | -39.1% | +28.6% | -9.6% |
| 1Y | -8.1% | -45.8% | +37.7% | -7.2% |
| 3Y | +97.7% | +281.3% | -183.6% | +99.7% |
| All | +93.8% | +376.7% | -282.9% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling