+3,750.3%
NVDA vs GLDM
+248.1%
+3,502.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +5.9% | -0.5% | +6.4% | +6.0% |
| 30D | +5.1% | +4.4% | +0.7% | +4.0% |
| 3M | +5.4% | -1.1% | +6.4% | +5.5% |
| 6M | +26.0% | -13.7% | +39.7% | +29.4% |
| YTD | +23.7% | +2.8% | +20.9% | +22.7% |
| 1Y | +34.4% | +24.8% | +9.5% | +28.0% |
| 3Y | +375.8% | +127.8% | +248.0% | +288.8% |
| 5Y | +911.8% | +141.1% | +770.6% | +693.4% |
| All | +3,750.3% | +248.1% | +3,502.2% | +3,826.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling