+199.8%
GS vs NVD
-98.4%
+298.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | +0.8% |
| 7D | +5.9% | +28.6% | -22.8% | +9.5% |
| 30D | +4.3% | +73.6% | -69.3% | +12.7% |
| 3M | -11.7% | +70.1% | -81.7% | -4.2% |
| 6M | -3.2% | +53.6% | -56.8% | +5.0% |
| YTD | +5.8% | -7.0% | +12.8% | +9.7% |
| 1Y | +16.0% | -9.0% | +25.0% | +20.4% |
| 3Y | +199.8% | -98.3% | +298.1% | +164.9% |
| All | +199.8% | -98.4% | +298.1% | +164.9% |
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 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