+298.1%
NVDA vs GLDM
+105.8%
+192.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.1% | -9.5% |
| 7D | -15.0% | +1.9% | -16.9% | -15.4% |
| 30D | -24.1% | -1.7% | -22.4% | -23.8% |
| 3M | -17.1% | -3.5% | -13.5% | -16.3% |
| 6M | -7.4% | -10.1% | +2.7% | -5.3% |
| YTD | -2.4% | -5.0% | +2.6% | -0.3% |
| 1Y | -6.7% | +2.8% | -9.5% | -5.5% |
| All | +298.1% | +105.8% | +192.3% | +256.3% |
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