+8.2%
GD vs NVDX
-27.2%
+35.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.2% | +3.6% | -2.7% |
| 7D | +3.0% | -14.1% | +17.0% | +2.6% |
| 30D | +10.5% | -31.3% | +41.9% | +9.6% |
| 3M | -5.0% | -16.2% | +11.2% | -5.3% |
| 6M | +5.5% | -11.9% | +17.4% | +5.2% |
| YTD | +10.3% | -9.4% | +19.7% | +8.4% |
| 1Y | +8.2% | -23.9% | +32.0% | +6.5% |
| All | +8.2% | -27.2% | +35.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 1y: compounded portfolio wealth divided by compounded NVDX 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…
1y analysis · Full analysis span regression · 6 months rolling