-23.4%
GFS vs NVDX
+376.7%
-400.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.0% | +8.5% | +1.2% |
| 7D | +17.2% | -17.5% | +34.8% | +21.2% |
| 30D | -8.7% | -49.2% | +40.5% | +3.4% |
| 3M | -19.7% | -49.3% | +29.7% | -9.3% |
| 6M | -40.7% | -52.0% | +11.3% | -33.0% |
| YTD | +22.5% | -39.1% | +61.6% | +31.1% |
| 1Y | +25.2% | -45.8% | +71.0% | +36.1% |
| 3Y | -17.7% | +281.3% | -299.0% | -42.9% |
| All | -23.4% | +376.7% | -400.1% | -50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling