-18.9%
GFS vs NVDX
+871.3%
-890.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.3% |
| 7D | +1.0% | +11.6% | -10.6% | -1.1% |
| 30D | -8.6% | +7.5% | -16.1% | -10.0% |
| 3M | -46.5% | +2.1% | -48.7% | -47.1% |
| 6M | -4.8% | +35.5% | -40.3% | -11.3% |
| YTD | +29.7% | +24.1% | +5.5% | +21.9% |
| 1Y | +35.8% | +33.0% | +2.9% | +24.6% |
| All | -18.9% | +871.3% | -890.2% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling