+242.5%
GLDM vs NVMI
+1,238.7%
-996.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -1.8% |
| 7D | +0.7% | +11.7% | -10.9% | +0.1% |
| 30D | +0.3% | -4.0% | +4.4% | +0.5% |
| 3M | +0.7% | -25.8% | +26.5% | +2.1% |
| 6M | -15.4% | -8.3% | -7.1% | -15.3% |
| YTD | +1.0% | +14.8% | -13.8% | +0.4% |
| 1Y | +19.7% | +37.9% | -18.1% | +18.1% |
| 3Y | +126.5% | +216.3% | -89.8% | +114.1% |
| 5Y | +142.5% | +277.2% | -134.7% | +125.0% |
| All | +242.5% | +1,238.7% | -996.2% | +200.4% |
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