+1,266.3%
NVDL vs GLDM
+112.5%
+1,153.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -24.8% | -4.6% | -20.2% | -23.3% |
| 30D | -48.0% | -5.5% | -42.6% | -46.8% |
| 3M | -51.5% | -10.9% | -40.7% | -49.1% |
| 6M | -54.9% | -17.3% | -37.6% | -51.7% |
| YTD | -39.2% | -10.2% | -29.1% | -34.9% |
| 1Y | -41.1% | -6.9% | -34.2% | -37.1% |
| 3Y | +262.9% | +98.7% | +164.3% | +260.4% |
| All | +1,266.3% | +112.5% | +1,153.9% | +1,067.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling