-18.0%
GIS vs NVD
-61.9%
+43.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.3% |
| 7D | -7.8% | -11.1% | +3.3% | -6.7% |
| 30D | +6.6% | -13.3% | +19.8% | +7.8% |
| 3M | +21.0% | -19.8% | +40.8% | +23.0% |
| 6M | -9.1% | -48.8% | +39.7% | -3.9% |
| YTD | -13.6% | -49.7% | +36.0% | -9.0% |
| 1Y | -18.0% | -61.4% | +43.3% | -12.2% |
| All | -18.0% | -61.9% | +43.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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