+16.4%
GS vs NVD
-8.4%
+24.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.9% | -10.4% | +2.5% |
| 7D | +1.6% | +43.9% | -42.3% | +9.9% |
| 30D | +1.7% | +74.0% | -72.4% | +14.8% |
| 3M | -11.6% | +48.3% | -59.9% | -2.5% |
| 6M | -1.9% | +30.3% | -32.2% | +7.7% |
| YTD | +5.1% | -12.9% | +17.9% | +7.1% |
| 1Y | +16.4% | -4.0% | +20.4% | +20.7% |
| All | +16.4% | -8.4% | +24.8% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling