+627.7%
GEV vs NVD
-96.1%
+723.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -1.5% |
| 7D | +3.2% | +0.5% | +2.6% | +3.3% |
| 30D | -4.0% | -9.3% | +5.3% | -5.8% |
| 3M | +3.4% | -22.1% | +25.5% | -0.9% |
| 6M | +14.7% | -45.8% | +60.5% | +1.2% |
| YTD | +45.8% | -46.7% | +92.5% | +30.0% |
| 1Y | +57.4% | -59.5% | +116.8% | +33.8% |
| All | +627.7% | -96.1% | +723.8% | +369.0% |
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