+251.2%
GS vs NVD
-99.2%
+350.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | -0.1% |
| 7D | +0.9% | -11.1% | +12.0% | -0.5% |
| 30D | -1.6% | -13.3% | +11.7% | -2.9% |
| 3M | -4.5% | -19.8% | +15.3% | -5.8% |
| 6M | +20.9% | -48.8% | +69.7% | +14.2% |
| YTD | +19.9% | -49.7% | +69.5% | +13.8% |
| 1Y | +41.4% | -61.4% | +102.8% | +31.7% |
| 3Y | +239.2% | -99.1% | +338.3% | +146.8% |
| All | +251.2% | -99.2% | +350.4% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling