+204.3%
GLDM vs NVT
+432.7%
-228.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -2.8% |
| 7D | -5.5% | +17.4% | -22.9% | -5.9% |
| 30D | -7.0% | -28.4% | +21.4% | -6.2% |
| 3M | -12.3% | -32.4% | +20.1% | -11.4% |
| 6M | -17.9% | -32.2% | +14.2% | -17.2% |
| YTD | -10.3% | +14.0% | -24.3% | -10.1% |
| 1Y | -7.8% | +4.3% | -12.0% | -7.6% |
| 3Y | +99.5% | +131.7% | -32.3% | +100.1% |
| 5Y | +106.5% | +232.4% | -125.9% | +107.2% |
| All | +204.3% | +432.7% | -228.4% | +204.8% |
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