+248.5%
GLDM vs NVMI
+1,220.9%
-972.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.2% |
| 7D | -0.5% | +6.6% | -7.1% | -0.9% |
| 30D | +4.4% | -7.5% | +11.9% | +4.8% |
| 3M | -1.1% | -28.5% | +27.4% | +0.5% |
| 6M | -13.7% | -15.7% | +2.1% | -13.2% |
| YTD | +2.8% | +13.3% | -10.5% | +2.2% |
| 1Y | +24.8% | +48.3% | -23.4% | +22.8% |
| 3Y | +127.8% | +191.2% | -63.4% | +116.1% |
| 5Y | +141.1% | +268.7% | -127.5% | +124.0% |
| All | +248.5% | +1,220.9% | -972.4% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling