-42.8%
NVTS vs GLDM
+121.8%
-164.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.3% | +10.2% |
| 7D | +1.5% | +4.7% | -3.1% | -2.1% |
| 30D | -23.8% | -0.9% | -22.9% | -23.1% |
| 3M | -30.6% | -4.3% | -26.3% | -27.8% |
| 6M | -48.4% | -13.4% | -35.0% | -42.4% |
| YTD | +20.6% | -5.8% | +26.4% | +30.4% |
| 1Y | -2.5% | +2.1% | -4.6% | +1.6% |
| 3Y | +44.0% | +105.0% | -61.0% | +17.4% |
| All | -42.8% | +121.8% | -164.6% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling