+170.5%
GM vs NVD
-99.1%
+269.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -2.4% | +10.8% | -13.3% | -1.8% |
| 30D | -1.1% | +0.8% | -1.9% | -0.9% |
| 3M | +6.1% | -20.8% | +27.0% | +5.2% |
| 6M | +15.0% | -41.2% | +56.1% | +12.7% |
| YTD | +6.0% | -44.2% | +50.2% | +3.9% |
| 1Y | +47.1% | -54.2% | +101.3% | +43.3% |
| 3Y | +170.5% | -99.1% | +269.6% | +130.1% |
| All | +170.5% | -99.1% | +269.6% | +130.1% |
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