+105.0%
GLDM vs NVD
-98.8%
+203.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.9% |
| 7D | +4.7% | +16.8% | -12.2% | +5.1% |
| 30D | -0.9% | +54.3% | -55.2% | +0.4% |
| 3M | -4.3% | +24.3% | -28.6% | -3.5% |
| 6M | -13.4% | +0.6% | -14.0% | -12.8% |
| YTD | -5.8% | -27.7% | +21.9% | -5.6% |
| 1Y | +2.1% | -29.4% | +31.5% | +2.3% |
| 3Y | +105.0% | -98.8% | +203.8% | +104.2% |
| All | +105.0% | -98.8% | +203.9% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling