+2,889.7%
NVDA vs GLDM
+225.0%
+2,664.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.1% | -4.7% |
| 7D | -11.6% | +5.0% | -16.5% | -12.7% |
| 30D | -22.1% | -1.3% | -20.8% | -21.9% |
| 3M | -20.1% | -4.7% | -15.4% | -19.2% |
| 6M | -16.8% | -12.4% | -4.4% | -14.4% |
| YTD | -4.0% | -4.1% | +0.1% | -3.2% |
| 1Y | -4.8% | +3.3% | -8.2% | -5.4% |
| 3Y | +281.7% | +110.9% | +170.7% | +217.7% |
| 5Y | +485.4% | +124.8% | +360.6% | +366.8% |
| All | +2,889.7% | +225.0% | +2,664.7% | +2,997.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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