+216.8%
GLDM vs NVS
+231.9%
-15.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.6% |
| 7D | +2.9% | +2.5% | +0.4% | +2.6% |
| 30D | -3.9% | +13.6% | -17.5% | -5.2% |
| 3M | -8.1% | +4.1% | -12.3% | -8.7% |
| 6M | -14.7% | +11.8% | -26.5% | -15.9% |
| YTD | -6.6% | +22.0% | -28.6% | -8.7% |
| 1Y | -2.1% | +32.3% | -34.3% | -5.1% |
| 3Y | +107.7% | +93.6% | +14.1% | +94.2% |
| 5Y | +116.5% | +136.7% | -20.2% | +99.0% |
| All | +216.8% | +231.9% | -15.2% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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