+98.4%
GLDM vs NVS
+90.5%
+7.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -5.5% | -1.0% | -4.5% | -5.4% |
| 30D | -7.0% | +12.5% | -19.5% | -8.6% |
| 3M | -12.3% | +5.2% | -17.5% | -13.1% |
| 6M | -17.9% | +8.2% | -26.1% | -19.2% |
| YTD | -10.3% | +19.8% | -30.0% | -12.9% |
| 1Y | -7.8% | +24.8% | -32.6% | -11.0% |
| All | +98.4% | +90.5% | +7.9% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling