+252.8%
GFI vs NVDX
+772.1%
-519.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -2.7% | -10.2% | +7.5% | -2.0% |
| 30D | +13.2% | -7.3% | +20.6% | +13.7% |
| 3M | +28.5% | +5.5% | +22.9% | +27.7% |
| 6M | -6.2% | +18.3% | -24.5% | -7.2% |
| YTD | +8.7% | +11.4% | -2.7% | +7.5% |
| 1Y | +24.8% | +12.7% | +12.2% | +23.4% |
| All | +252.8% | +772.1% | -519.4% | +228.8% |
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