+72.6%
GD vs NVD
-98.6%
+171.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.0% | -10.2% | -1.0% |
| 7D | +1.9% | +17.0% | -15.1% | +2.2% |
| 30D | +9.2% | +77.3% | -68.1% | +10.3% |
| 3M | -7.5% | +61.6% | -69.1% | -6.6% |
| 6M | +5.8% | +40.7% | -34.9% | +6.7% |
| YTD | +9.8% | -10.5% | +20.3% | +9.7% |
| 1Y | +5.8% | -6.1% | +11.9% | +5.9% |
| 3Y | +58.0% | -98.4% | +156.4% | +49.9% |
| All | +72.6% | -98.6% | +171.2% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling