-17.6%
GFS vs NVDX
+815.5%
-833.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.3% |
| 7D | +4.5% | -0.9% | +5.4% | +4.6% |
| 30D | -8.2% | +3.0% | -11.2% | -9.0% |
| 3M | -38.9% | +6.8% | -45.6% | -39.9% |
| 6M | -2.9% | +28.6% | -31.5% | -8.6% |
| YTD | +31.8% | +17.0% | +14.8% | +25.2% |
| 1Y | +43.1% | +27.0% | +16.1% | +32.4% |
| All | -17.6% | +815.5% | -833.1% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling