+74.7%
GD vs NVD
-98.6%
+173.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.9% | -9.4% | +1.7% |
| 7D | -1.9% | +43.9% | -45.8% | -1.2% |
| 30D | +10.9% | +74.0% | -63.1% | +12.0% |
| 3M | -6.8% | +48.3% | -55.1% | -6.0% |
| 6M | +7.0% | +30.3% | -23.3% | +7.7% |
| YTD | +11.1% | -12.9% | +24.0% | +10.9% |
| 1Y | +7.0% | -4.0% | +11.0% | +7.2% |
| 3Y | +59.9% | -98.5% | +158.4% | +51.6% |
| All | +74.7% | -98.6% | +173.3% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling