+103.5%
GLDM vs NVD
-98.6%
+202.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +9.0% | -11.8% | -2.6% |
| 7D | -5.5% | +17.0% | -22.5% | -5.1% |
| 30D | -7.0% | +77.3% | -84.3% | -5.5% |
| 3M | -12.3% | +61.6% | -73.9% | -11.0% |
| 6M | -17.9% | +40.7% | -58.6% | -16.8% |
| YTD | -10.3% | -10.5% | +0.2% | -9.6% |
| 1Y | -7.8% | -6.1% | -1.6% | -7.0% |
| 3Y | +99.5% | -98.4% | +197.9% | +104.2% |
| All | +103.5% | -98.6% | +202.1% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling