+144.5%
NVO vs GLDM
+248.1%
-103.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +6.0% | +4.4% | +1.6% | +5.3% |
| 3M | +7.9% | -1.1% | +8.9% | +8.0% |
| 6M | +27.1% | -13.7% | +40.8% | +29.6% |
| YTD | -3.8% | +2.8% | -6.6% | -5.3% |
| 1Y | -12.8% | +24.8% | -37.7% | -17.1% |
| 3Y | -46.3% | +127.8% | -174.1% | -54.3% |
| 5Y | +3.6% | +141.1% | -137.6% | -13.5% |
| All | +144.5% | +248.1% | -103.6% | +90.7% |
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