-38.6%
NVTS vs GLDM
+129.2%
-167.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.8% | -16.6% | -16.4% |
| 7D | -14.6% | +1.9% | -16.5% | -15.8% |
| 30D | -34.3% | -1.7% | -32.6% | -33.3% |
| 3M | -36.4% | -3.5% | -32.8% | -34.2% |
| 6M | -55.2% | -10.1% | -45.2% | -51.2% |
| YTD | +10.1% | -5.0% | +15.1% | +18.4% |
| 1Y | -20.3% | +2.8% | -23.1% | -17.3% |
| 3Y | +27.4% | +105.1% | -77.7% | +3.9% |
| 5Y | -47.6% | +124.3% | -171.9% | -61.5% |
| All | -38.6% | +129.2% | -167.8% | -54.9% |
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