+11.0%
GS vs NVD
-4.2%
+15.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.0% | -10.5% | +0.3% |
| 7D | +5.1% | +17.0% | -11.9% | +8.6% |
| 30D | +2.4% | +77.3% | -74.9% | +16.4% |
| 3M | -11.5% | +61.6% | -73.1% | -0.3% |
| 6M | -2.5% | +40.7% | -43.2% | +8.8% |
| YTD | +5.5% | -10.5% | +15.9% | +8.1% |
| 1Y | +11.0% | -6.1% | +17.2% | +14.9% |
| All | +11.0% | -4.2% | +15.3% | +14.9% |
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