-6.8%
GS vs NVD
-7.8%
+1.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -1.5% |
| 7D | -3.2% | +16.8% | -20.0% | +0.6% |
| 30D | -2.4% | +54.3% | -56.7% | +8.1% |
| 3M | -15.7% | +24.3% | -40.0% | -9.9% |
| 6M | -6.8% | +0.6% | -7.4% | -2.5% |
| All | -6.8% | -7.8% | +1.1% | -2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling