+475.8%
NVDA vs GLDM
+116.0%
+359.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.6% | -2.8% | -4.9% |
| 7D | -18.3% | +2.9% | -21.2% | -18.9% |
| 30D | -26.3% | -3.9% | -22.4% | -25.6% |
| 3M | -22.3% | -8.1% | -14.1% | -20.7% |
| 6M | -21.3% | -14.7% | -6.6% | -18.7% |
| YTD | -9.2% | -6.6% | -2.6% | -7.5% |
| 1Y | -14.9% | -2.1% | -12.9% | -14.0% |
| 3Y | +250.5% | +107.7% | +142.8% | +198.8% |
| 5Y | +475.8% | +116.5% | +359.4% | +343.8% |
| All | +475.8% | +116.0% | +359.8% | +343.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling