+46.2%
GFS vs NVDX
+9.6%
+36.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +3.8% | -10.2% | +14.1% | +6.4% |
| 30D | -11.7% | -7.3% | -4.4% | -10.5% |
| 3M | -41.8% | +5.5% | -47.3% | -42.8% |
| 6M | +6.6% | +18.3% | -11.6% | 0.0% |
| YTD | +34.6% | +11.4% | +23.2% | +26.5% |
| 1Y | +46.2% | +12.7% | +33.5% | +36.3% |
| All | +46.2% | +9.6% | +36.5% | +36.3% |
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