+133.1%
GLDM vs NVD
-99.2%
+232.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | -0.5% | -11.1% | +10.6% | -0.8% |
| 30D | +4.4% | -13.3% | +17.7% | +4.2% |
| 3M | -1.1% | -19.8% | +18.8% | -1.3% |
| 6M | -13.7% | -48.8% | +35.1% | -14.4% |
| YTD | +2.8% | -49.7% | +52.4% | +1.9% |
| 1Y | +24.8% | -61.4% | +86.2% | +23.8% |
| 3Y | +127.8% | -99.1% | +226.9% | +132.5% |
| All | +133.1% | -99.2% | +232.3% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling