+23.6%
GFS vs NVD
-12.8%
+36.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.8% | +11.3% | +3.8% |
| 7D | +6.2% | +27.3% | -21.1% | +15.4% |
| 30D | -11.4% | +59.9% | -71.3% | +3.4% |
| 3M | -15.5% | +39.4% | -54.9% | -3.5% |
| 6M | -42.6% | +27.6% | -70.2% | -34.3% |
| YTD | +23.2% | -17.9% | +41.1% | +28.9% |
| 1Y | +23.6% | -14.5% | +38.0% | +31.7% |
| All | +23.6% | -12.8% | +36.3% | +31.7% |
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