+68.7%
GD vs NVD
-99.2%
+167.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -0.7% |
| 7D | -3.5% | -7.7% | +4.2% | -3.6% |
| 30D | -9.0% | -5.8% | -3.3% | -9.1% |
| 3M | +5.1% | -23.2% | +28.3% | +4.7% |
| 6M | -1.0% | -49.7% | +48.7% | -2.3% |
| YTD | +7.3% | -47.7% | +55.0% | +6.1% |
| 1Y | +12.4% | -61.3% | +73.8% | +10.5% |
| 3Y | +73.7% | -99.2% | +172.9% | +63.1% |
| All | +68.7% | -99.2% | +167.9% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded NVD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling