+632.4%
GEV vs NVDX
+110.1%
+522.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +1.6% | -10.2% | +11.8% | +4.8% |
| 30D | -7.9% | -7.3% | -0.6% | -6.5% |
| 3M | +5.6% | +5.5% | +0.1% | +2.2% |
| 6M | +13.1% | +18.3% | -5.2% | +3.6% |
| YTD | +46.7% | +11.4% | +35.3% | +35.1% |
| 1Y | +51.3% | +12.7% | +38.6% | +36.8% |
| All | +632.4% | +110.1% | +522.4% | +405.5% |
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 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