+120.1%
GLDM vs NVDX
+833.4%
-713.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.6% |
| 7D | +0.7% | +7.3% | -6.6% | +0.6% |
| 30D | +0.3% | -0.9% | +1.2% | +0.3% |
| 3M | +0.7% | +8.4% | -7.7% | +0.4% |
| 6M | -15.4% | +38.2% | -53.6% | -16.0% |
| YTD | +1.0% | +19.3% | -18.3% | +0.4% |
| 1Y | +19.7% | +33.3% | -13.5% | +18.9% |
| All | +120.1% | +833.4% | -713.2% | +121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling