+309.2%
NVDA vs GLDM
+104.2%
+205.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.0% |
| 7D | -8.8% | +4.7% | -13.5% | -9.9% |
| 30D | -21.4% | -0.9% | -20.5% | -21.2% |
| 3M | -14.7% | -4.3% | -10.4% | -13.7% |
| 6M | -10.0% | -13.4% | +3.4% | -7.3% |
| YTD | +0.3% | -5.8% | +6.1% | +2.6% |
| 1Y | -0.5% | +2.1% | -2.6% | +1.0% |
| 3Y | +309.2% | +105.0% | +204.1% | +266.8% |
| All | +309.2% | +104.2% | +205.0% | +266.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling