-46.4%
GFS vs NVD
-7.8%
-38.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.5% | +11.7% | +4.1% |
| 7D | -7.8% | +16.8% | -24.7% | -0.8% |
| 30D | -19.7% | +54.3% | -74.0% | -4.1% |
| 3M | -23.1% | +24.3% | -47.4% | -12.9% |
| 6M | -46.4% | +0.6% | -47.0% | -39.9% |
| All | -46.4% | -7.8% | -38.5% | -39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling