+25.2%
GFS vs NVD
-4.2%
+29.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.0% | -9.6% | +2.1% |
| 7D | +17.2% | +17.0% | +0.2% | +23.0% |
| 30D | -8.7% | +77.3% | -86.0% | +9.7% |
| 3M | -19.7% | +61.6% | -81.3% | -4.5% |
| 6M | -40.7% | +40.7% | -81.4% | -30.2% |
| YTD | +22.5% | -10.5% | +33.0% | +31.6% |
| 1Y | +25.2% | -6.1% | +31.3% | +37.5% |
| All | +25.2% | -4.2% | +29.5% | +37.5% |
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