+137.0%
NVO vs GLDM
+242.2%
-105.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.8% |
| 7D | +0.1% | +0.7% | -0.7% | 0.0% |
| 30D | -3.2% | +0.3% | -3.5% | -3.2% |
| 3M | +11.5% | +0.7% | +10.8% | +11.3% |
| 6M | +22.9% | -15.4% | +38.3% | +25.7% |
| YTD | -6.8% | +1.0% | -7.8% | -7.9% |
| 1Y | -12.6% | +19.7% | -32.4% | -16.3% |
| 3Y | -49.6% | +126.5% | -176.1% | -57.0% |
| 5Y | +0.6% | +142.5% | -141.9% | -16.2% |
| All | +137.0% | +242.2% | -105.2% | +85.3% |
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