+225.3%
GLDM vs NVT
+427.8%
-202.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.9% | +1.7% |
| 7D | +5.0% | -7.5% | +12.5% | +5.1% |
| 30D | -1.3% | -31.5% | +30.2% | -0.3% |
| 3M | -4.7% | -30.4% | +25.7% | -3.8% |
| 6M | -12.4% | -32.5% | +20.1% | -11.6% |
| YTD | -4.1% | +12.9% | -17.0% | -3.8% |
| 1Y | +3.3% | +3.7% | -0.4% | +3.6% |
| 3Y | +110.9% | +135.8% | -24.8% | +111.7% |
| 5Y | +124.8% | +232.7% | -107.9% | +125.7% |
| All | +225.3% | +427.8% | -202.4% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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