+39.4%
GM vs NVDL
-23.5%
+62.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.1% | +10.7% | +5.0% |
| 7D | +12.1% | -14.0% | +26.1% | +13.2% |
| 30D | +15.2% | -31.2% | +46.4% | +18.5% |
| 3M | +4.9% | -15.5% | +20.4% | +5.5% |
| 6M | +22.6% | -10.3% | +32.9% | +21.9% |
| YTD | +14.4% | -5.8% | +20.2% | +11.6% |
| 1Y | +39.4% | -20.1% | +59.5% | +35.4% |
| All | +39.4% | -23.5% | +62.9% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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