+375.4%
NVDA vs GLDM
+128.8%
+246.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | +5.9% | -0.5% | +6.4% | +6.0% |
| 30D | +5.1% | +4.4% | +0.7% | +4.2% |
| 3M | +5.4% | -1.1% | +6.4% | +5.4% |
| 6M | +26.0% | -13.7% | +39.7% | +27.7% |
| YTD | +23.7% | +2.8% | +20.9% | +24.3% |
| 1Y | +34.4% | +24.8% | +9.5% | +33.7% |
| All | +375.4% | +128.8% | +246.7% | +369.9% |
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