-19.1%
GFS vs NVDX
+833.4%
-852.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.4% |
| 7D | +2.6% | +7.3% | -4.7% | +1.3% |
| 30D | -16.4% | -0.9% | -15.5% | -16.5% |
| 3M | -41.6% | +8.4% | -50.0% | -42.8% |
| 6M | -3.7% | +38.2% | -41.8% | -10.5% |
| YTD | +29.3% | +19.3% | +10.0% | +22.4% |
| 1Y | +37.1% | +33.3% | +3.9% | +25.8% |
| All | -19.1% | +833.4% | -852.5% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling