+74.6%
GD vs NVD
-98.7%
+173.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | -0.2% |
| 7D | +0.6% | +27.3% | -26.7% | +1.1% |
| 30D | +9.5% | +59.9% | -50.5% | +10.4% |
| 3M | -5.8% | +39.4% | -45.3% | -5.2% |
| 6M | +7.7% | +27.6% | -19.9% | +8.5% |
| YTD | +11.1% | -17.9% | +29.0% | +10.7% |
| 1Y | +6.1% | -14.5% | +20.5% | +6.0% |
| 3Y | +59.8% | -98.6% | +158.4% | +51.3% |
| All | +74.6% | -98.7% | +173.3% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling