-29.3%
NVDL vs GLDM
-13.2%
-16.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +6.1% |
| 7D | -18.2% | +4.7% | -22.8% | -22.6% |
| 30D | -40.1% | -0.9% | -39.2% | -39.4% |
| 3M | -31.9% | -4.3% | -27.6% | -28.3% |
| 6M | -29.3% | -13.4% | -15.9% | -9.7% |
| All | -29.3% | -13.2% | -16.1% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling