+538.8%
GE vs NVDL
+2,476.2%
-1,937.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -4.0% | -10.3% | +6.3% | -2.7% |
| 30D | -11.4% | -7.1% | -4.3% | -10.9% |
| 3M | -2.6% | +6.6% | -9.2% | -4.4% |
| 6M | -0.3% | +21.1% | -21.4% | -4.6% |
| YTD | +5.4% | +15.2% | -9.9% | +1.0% |
| 1Y | +15.5% | +18.8% | -3.3% | +9.4% |
| 3Y | +260.8% | +649.9% | -389.1% | +154.7% |
| All | +538.8% | +2,476.2% | -1,937.4% | +283.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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