+172.0%
GS vs NVDL
+1,259.0%
-1,087.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.8% |
| 7D | +5.9% | -24.8% | +30.7% | +9.2% |
| 30D | +4.3% | -48.0% | +52.4% | +12.2% |
| 3M | -11.7% | -51.5% | +39.9% | -4.6% |
| 6M | -3.2% | -54.9% | +51.8% | +4.7% |
| YTD | +5.8% | -39.2% | +45.0% | +9.8% |
| 1Y | +16.0% | -41.1% | +57.1% | +20.6% |
| 3Y | +199.8% | +262.9% | -63.2% | +153.0% |
| All | +172.0% | +1,259.0% | -1,087.0% | +106.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling