+248.5%
GLDM vs NVS
+225.3%
+23.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | -0.5% | +4.0% | -4.6% | -1.0% |
| 30D | +4.4% | +3.6% | +0.8% | +4.0% |
| 3M | -1.1% | +7.8% | -8.9% | -2.0% |
| 6M | -13.7% | -0.2% | -13.5% | -13.8% |
| YTD | +2.8% | +19.6% | -16.8% | +0.8% |
| 1Y | +24.8% | +28.4% | -3.5% | +21.5% |
| 3Y | +127.8% | +76.2% | +51.6% | +115.0% |
| 5Y | +141.1% | +111.1% | +30.1% | +123.7% |
| All | +248.5% | +225.3% | +23.2% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling