-37.4%
GIS vs NVD
-99.1%
+61.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.5% | -7.5% | -3.4% |
| 7D | -8.4% | +9.0% | -17.4% | -9.0% |
| 30D | -5.2% | -5.5% | +0.3% | -5.0% |
| 3M | +8.2% | -24.6% | +32.8% | +9.8% |
| 6M | -12.0% | -42.1% | +30.1% | -9.6% |
| YTD | -18.9% | -44.3% | +25.5% | -16.6% |
| 1Y | -23.6% | -54.2% | +30.6% | -20.8% |
| All | -37.4% | -99.1% | +61.7% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling