-22.1%
GFS vs NVD
-99.2%
+77.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | +0.5% |
| 7D | +2.6% | -7.7% | +10.3% | +1.2% |
| 30D | -16.4% | -5.8% | -10.6% | -16.6% |
| 3M | -41.6% | -23.2% | -18.4% | -43.0% |
| 6M | -3.7% | -49.7% | +46.1% | -11.2% |
| YTD | +29.3% | -47.7% | +77.0% | +21.2% |
| 1Y | +37.1% | -61.3% | +98.5% | +23.9% |
| 3Y | -22.1% | -99.2% | +77.0% | -55.2% |
| All | -22.1% | -99.2% | +77.0% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling