-39.9%
GIS vs NVD
-99.1%
+59.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -6.4% | +10.8% | -17.2% | -7.1% |
| 30D | -6.1% | +0.8% | -6.9% | -6.3% |
| 3M | +7.8% | -20.8% | +28.7% | +9.1% |
| 6M | -8.8% | -41.2% | +32.4% | -6.4% |
| YTD | -19.1% | -44.2% | +25.1% | -16.9% |
| 1Y | -24.8% | -54.2% | +29.4% | -22.0% |
| 3Y | -37.6% | -99.1% | +61.6% | -19.7% |
| All | -39.9% | -99.1% | +59.2% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling