+129.4%
GM vs NVDL
+2,476.2%
-2,346.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.4% | -10.3% | +7.9% | -1.7% |
| 30D | -1.1% | -7.1% | +6.0% | -0.8% |
| 3M | +6.1% | +6.6% | -0.5% | +5.1% |
| 6M | +15.0% | +21.1% | -6.1% | +12.4% |
| YTD | +6.0% | +15.2% | -9.2% | +3.7% |
| 1Y | +47.1% | +18.8% | +28.3% | +42.8% |
| 3Y | +170.5% | +649.9% | -479.4% | +105.6% |
| All | +129.4% | +2,476.2% | -2,346.8% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling