+35.8%
GFS vs NVD
-61.9%
+97.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.2% |
| 7D | +1.0% | -11.1% | +12.1% | -1.6% |
| 30D | -8.6% | -13.3% | +4.7% | -10.4% |
| 3M | -46.5% | -19.8% | -26.7% | -47.8% |
| 6M | -4.8% | -48.8% | +44.0% | -13.6% |
| YTD | +29.7% | -49.7% | +79.3% | +18.2% |
| 1Y | +35.8% | -61.4% | +97.2% | +23.4% |
| All | +35.8% | -61.9% | +97.7% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling