+204.7%
GLDM vs NVMI
+1,028.4%
-823.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.3% |
| 7D | -4.6% | +1.5% | -6.1% | -4.7% |
| 30D | -5.5% | -4.1% | -1.4% | -5.3% |
| 3M | -10.9% | -22.8% | +11.9% | -9.7% |
| 6M | -17.3% | -36.9% | +19.6% | -15.5% |
| YTD | -10.2% | -3.2% | -6.9% | -9.9% |
| 1Y | -6.9% | +7.1% | -14.0% | -7.1% |
| 3Y | +98.7% | +181.5% | -82.8% | +89.0% |
| 5Y | +106.7% | +141.2% | -34.5% | +96.5% |
| All | +204.7% | +1,028.4% | -823.7% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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