+117.6%
GLDM vs NVD
-98.8%
+216.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | +2.1% |
| 7D | +5.0% | +23.8% | -18.8% | +5.6% |
| 30D | -1.3% | +57.0% | -58.3% | -0.1% |
| 3M | -4.7% | +41.6% | -46.3% | -3.7% |
| 6M | -12.4% | +17.6% | -30.0% | -11.6% |
| YTD | -4.1% | -21.4% | +17.3% | -3.6% |
| 1Y | +3.3% | -23.3% | +26.6% | +3.8% |
| 3Y | +110.9% | -98.7% | +209.6% | +115.5% |
| All | +117.6% | -98.8% | +216.4% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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