-30.1%
NVTS vs GLDM
+116.9%
-147.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | +3.9% | -4.6% | +8.6% | +7.9% |
| 30D | -4.3% | -5.5% | +1.1% | +0.1% |
| 3M | -34.5% | -10.9% | -23.6% | -28.2% |
| 6M | -57.7% | -17.3% | -40.4% | -51.1% |
| YTD | +25.4% | -10.2% | +35.5% | +40.7% |
| 1Y | +13.1% | -6.9% | +20.1% | +24.8% |
| 3Y | +48.9% | +98.7% | -49.7% | +25.8% |
| 5Y | -51.8% | +106.7% | -158.5% | -63.0% |
| All | -30.1% | +116.9% | -147.0% | -46.4% |
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