+202.6%
GS vs NVDL
+2,480.8%
-2,278.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -0.3% |
| 7D | -1.7% | -8.7% | +6.9% | -0.7% |
| 30D | -0.9% | -1.3% | +0.4% | -1.1% |
| 3M | +2.3% | +11.4% | -9.0% | +0.4% |
| 6M | +23.4% | +22.9% | +0.6% | +19.2% |
| YTD | +17.7% | +15.4% | +2.3% | +14.0% |
| 1Y | +35.1% | +18.8% | +16.4% | +29.5% |
| 3Y | +234.9% | +641.4% | -406.5% | +161.5% |
| All | +202.6% | +2,480.8% | -2,278.1% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NVDL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling