+632.4%
GEV vs NVD
-95.9%
+728.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.4% | +3.7% |
| 7D | +1.6% | +10.8% | -9.2% | +4.8% |
| 30D | -7.9% | +0.8% | -8.7% | -6.8% |
| 3M | +5.6% | -20.8% | +26.5% | +1.5% |
| 6M | +13.1% | -41.2% | +54.2% | +2.2% |
| YTD | +46.7% | -44.2% | +90.9% | +32.7% |
| 1Y | +51.3% | -54.2% | +105.5% | +33.2% |
| All | +632.4% | -95.9% | +728.3% | +378.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling