+35.8%
GFS vs NVDX
+34.6%
+1.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | +1.0% | +11.6% | -10.6% | -1.6% |
| 30D | -8.6% | +7.5% | -16.1% | -10.3% |
| 3M | -46.5% | +2.1% | -48.7% | -47.5% |
| 6M | -4.8% | +35.5% | -40.3% | -13.0% |
| YTD | +29.7% | +24.1% | +5.5% | +19.2% |
| 1Y | +35.8% | +33.0% | +2.9% | +24.6% |
| All | +35.8% | +34.6% | +1.3% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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