+205.3%
GS vs NVDL
+2,608.0%
-2,402.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.5% |
| 7D | +2.4% | -0.8% | +3.3% | +2.5% |
| 30D | -0.1% | +3.4% | -3.5% | -0.8% |
| 3M | +0.2% | +8.1% | -7.9% | -1.4% |
| 6M | +24.8% | +31.9% | -7.1% | +19.5% |
| YTD | +18.8% | +21.1% | -2.4% | +14.4% |
| 1Y | +37.3% | +34.0% | +3.3% | +29.9% |
| 3Y | +237.9% | +677.9% | -440.1% | +162.4% |
| All | +205.3% | +2,608.0% | -2,402.8% | +115.1% |
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