+56.3%
GD vs NVDX
+407.1%
-350.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.8% | -0.7% |
| 7D | -5.0% | -18.2% | +13.2% | -4.7% |
| 30D | +8.9% | -40.2% | +49.1% | +9.8% |
| 3M | -8.0% | -32.6% | +24.6% | -7.6% |
| 6M | +2.9% | -30.6% | +33.5% | +3.2% |
| YTD | +7.1% | -22.3% | +29.4% | +6.7% |
| 1Y | +5.9% | -27.1% | +33.0% | +5.7% |
| All | +56.3% | +407.1% | -350.8% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling